38 citations · 104 across the 32 of their papers we have counts for
Showing 2026 · stat.APShow all
3 papers · 2 filters
stat.AP2026
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…
stat.AP2026
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…
stat.AP2026
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…