4 papers · 1 filter
A Note on the Generalized Cape Cod Reserving Method
Ronald Richman, Mario V. Wüthrich
Claims reserving is one of the most important actuarial tasks in non-life insurance modeling. There are several popular methods to perform claims reserving such as the chain-ladder…
One-Shot Individual Claims Reserving
Ronald Richman, Mario V. Wüthrich
Individual claims reserving has not yet become established in actuarial practice. We attribute this to the absence of a satisfactory methodology: existing approaches tend to be eit…
From Chain-Ladder to Individual Claims Reserving
Ronald Richman, Mario V. Wüthrich
The chain-ladder (CL) method is the most widely used claims reserving technique in non-life insurance. This manuscript introduces a novel approach to computing the CL reserves base…
Universal Inference for Testing Calibration of Mean Estimates within the Exponential Dispersion Family
Åukasz Delong, Mario Wüthrich
Calibration of mean estimates for predictions is a crucial property in many applications, particularly in the fields of financial and actuarial decision-making. In this paper, we f…