Micro-level stochastic loss reserving for general insurance

  title={Micro-level stochastic loss reserving for general insurance},
  author={Katrien Antonio and Richard Plat},
1 To meet future liabilities general insurance companies will set–up reserves. Predicting future cash–flows is essential in this process. Actuarial loss reserving methods will help them to do this in a sound way. The last decennium a vast literature about stochastic loss reserving for the general insurance business has been developed. Apart from few exceptions, all of these papers are based on data aggregated in run–off triangles. However, such an aggregate data set is a summary of an… CONTINUE READING


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