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Estimation of IBNR claims by credibility theory. (English) Zbl 0504.62091

62P05 Applications of statistics to actuarial sciences and financial mathematics
Full Text: DOI
[1] Bühlmann, H.; Schnieper, R.; Straub, E., Claims reserves in casualty insurance based on a probabilistic model, Mitt. ver. schw. vers. math., 80, 21-45, (1980) · Zbl 0439.62074
[2] De Vylder, F., Geometrical credibility, Scandinavian actuarial journal 1976, 121-149, (1976) · Zbl 0345.62082
[3] De Vylder, F., Parameter estimation in credibility theory, ASTIN bulletin, X, 1, 99-112, (1978)
[4] Hachemeister, C.A., Credibility for regression models with application to trend, Khan, 129-163, (1975) · Zbl 0354.62057
[5] ()
[6] Kramreiter, H.; Straub, E., On the calculation of IBNR reserves II, Mit. ver. schw. vers. math., 73, 177-190, (1973)
[7] Reid, D.H., Claim reserves in general insurance, J. inst. act., 105, 211-296, (1978)
[8] Straub, E., On the calculation of IBNR reserves, Boleslaw monic fund, 123-131, (1971)
[9] Taylor, G.C., Separation of inflation and other effects from the distribution of non-life insurance claim delays, ASTIN bulletin, 9, 219-230, (1977)
[10] Taylor, G.C., Some practical variations of the separation method, General insurance bull., 11, 9-16, (1977)
[11] De Jong, P.; Zehnwirth, B., A random coefficients approach to claims reserving, (1980), Laboratory of Actuarial Mathematics (University of Copenhagen)
[12] Linnemann, P., A multiplicative model of loss reserves: a stochastic approach, (1980), Loboratory of Actuarial Mathematics (University of Copenhagen)
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