國立虎尾科技大學 |

Handbook on loss reserving

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Handbook on loss reserving/ edited by Michael Radtke, Klaus D. Schmidt, Anja Schnaus.
其他作者:	Radtke, Michael.
出版者:	Cham :Springer International Publishing : : 2016.,
面頁冊數:	xv, 322 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Insurance - Handbooks, manuals, etc. - Reserves -
電子資源:	http://dx.doi.org/10.1007/978-3-319-30056-6
ISBN:	9783319300566

Handbook on loss reserving
Handbuch zur Schadenreservierung.English

Handbook on loss reserving[electronic resource] /edited by Michael Radtke, Klaus D. Schmidt, Anja Schnaus. - Cham :Springer International Publishing :2016. - xv, 322 p. :ill., digital ;24 cm. - EAA series,1869-6929. - EAA series..

Additive Method -- Aggregation -- Bornhuetter-Ferguson Method -- Bornhuetter-Ferguson Principle -- Cape Cod Method -- Chain-Ladder Method (Basics) -- Chain-Ladder Method (Models) -- Chain-Ladder Method (Prediction Error) -- Collective Model -- Controlling -- Credibility Models (Basics) -- Credibility Models (Loss Reserving) -- Development Patterns (Basics) -- Development Patterns (Estimation) -- Expected-Loss Method -- Grossing-Up Method -- Linear Models (Basics) -- Linear Models (Loss Reserving) -- Lognormal Loglinear Model (Basics) -- Lognormal Loglinear Model (Loss Reserving) -- Loss-Development Method -- Loss Ratios -- Marginal Sum Method -- Multinomial Model -- Multiplicative Model -- Multivariate Methods -- Munich Chain-Ladder Method -- Paid & Incurred Problem -- Panning Method -- Poisson Model -- Reinsurance -- Run-Off Data -- Run-Off Triangles -- Separation Method -- Simulation -- Solvency II -- Tail Estimation -- Volume Measures -- Probability Distributions -- References -- List of Symbols -- List of Contributors -- Author Index -- Subject Index.

This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use of market statistics, the need for simulation techniques and the task of calculating best estimates and ranges of future losses. In property and casualty insurance the provisions for payment obligations from losses that have occurred but have not yet been settled usually constitute the largest item on the liabilities side of an insurer's balance sheet. For this reason, the determination and evaluation of these loss reserves is of considerable economic importance for every property and casualty insurer. Actuarial students, academics as well as practicing actuaries will benefit from this overview of the most important actuarial methods of loss reserving by developing an understanding of the underlying stochastic models and how to practically solve some problems which may occur in actuarial practice.

ISBN: 9783319300566

Standard No.: 10.1007/978-3-319-30056-6doiSubjects--Topical Terms:

1114858
Insurance
--Reserves--Handbooks, manuals, etc.

LC Class. No.: HG8076

Dewey Class. No.: 368.01

Handbook on loss reserving
LDR:03164nam a2200325 a 4500 001 867768
003 DE-He213
005 20161027175035.0
006 m d
007 cr nn 008maaau
008 170720s2016 gw s 0 eng d
020 $a 9783319300566 $q (electronic bk.)
020 $a 9783319300542 $q (paper)
024 7 $a 10.1007/978-3-319-30056-6 $2 doi
035 $a 978-3-319-30056-6
040 $a GP $c GP
041 1 $a eng $g er
050 4 $a HG8076
072 7 $a KFFN $2 bicssc
072 7 $a BUS033000 $2 bisacsh
082 0 4 $a 368.01 $2 23
090 $a HG8076 $b .H236 2016
130 0 $a Handbuch zur Schadenreservierung. $l English $3 1114854
245 1 0 $a Handbook on loss reserving $h [electronic resource] / $c edited by Michael Radtke, Klaus D. Schmidt, Anja Schnaus.
260 $a Cham : $c 2016. $b Springer International Publishing : $b Imprint: Springer,
300 $a xv, 322 p. : $b ill., digital ; $c 24 cm.
490 1 $a EAA series, $x 1869-6929
505 0 $a Additive Method -- Aggregation -- Bornhuetter-Ferguson Method -- Bornhuetter-Ferguson Principle -- Cape Cod Method -- Chain-Ladder Method (Basics) -- Chain-Ladder Method (Models) -- Chain-Ladder Method (Prediction Error) -- Collective Model -- Controlling -- Credibility Models (Basics) -- Credibility Models (Loss Reserving) -- Development Patterns (Basics) -- Development Patterns (Estimation) -- Expected-Loss Method -- Grossing-Up Method -- Linear Models (Basics) -- Linear Models (Loss Reserving) -- Lognormal Loglinear Model (Basics) -- Lognormal Loglinear Model (Loss Reserving) -- Loss-Development Method -- Loss Ratios -- Marginal Sum Method -- Multinomial Model -- Multiplicative Model -- Multivariate Methods -- Munich Chain-Ladder Method -- Paid & Incurred Problem -- Panning Method -- Poisson Model -- Reinsurance -- Run-Off Data -- Run-Off Triangles -- Separation Method -- Simulation -- Solvency II -- Tail Estimation -- Volume Measures -- Probability Distributions -- References -- List of Symbols -- List of Contributors -- Author Index -- Subject Index.
520 $a This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use of market statistics, the need for simulation techniques and the task of calculating best estimates and ranges of future losses. In property and casualty insurance the provisions for payment obligations from losses that have occurred but have not yet been settled usually constitute the largest item on the liabilities side of an insurer's balance sheet. For this reason, the determination and evaluation of these loss reserves is of considerable economic importance for every property and casualty insurer. Actuarial students, academics as well as practicing actuaries will benefit from this overview of the most important actuarial methods of loss reserving by developing an understanding of the underlying stochastic models and how to practically solve some problems which may occur in actuarial practice.
650 0 $a Insurance $x Reserves $v Handbooks, manuals, etc. $3 1114858
650 0 $a Mathematics. $3 527692
650 0 $a Insurance $x Mathematics. $3 677375
650 0 $a Actuarial science. $3 943795
650 0 $a Statistics. $3 556824
650 2 4 $a Actuarial Sciences. $3 884190
650 2 4 $a Statistical Theory and Methods. $3 671396
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 669275
650 2 4 $a Insurance. $3 657865
700 1 $a Radtke, Michael. $3 1114855
700 1 $a Schmidt, Klaus D. $3 1114856
700 1 $a Schnaus, Anja. $3 1114857
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer eBooks
830 0 $a EAA series. $3 1022470
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-30056-6
950 $a Mathematics and Statistics (Springer-11649)