Schmidt, Klaus D. Loss prediction based on run-off triangles. (English) Zbl 1443.62370 AStA, Adv. Stat. Anal. 96, No. 2, 265-310 (2012). Summary: Loss reserving is an important subject of actuarial mathematics. It aims at the prediction of future losses caused by claims which have incurred in the past but have not yet been closed. The problem of predicting such losses is particularly important in liability insurance. More generally, it is most relevant with respect to the new regulatory requirements for insurance companies operating in the European Union, which are known as Solvency II. Cited in 1 Document MSC: 62P05 Applications of statistics to actuarial sciences and financial mathematics 91G05 Actuarial mathematics Keywords:loss reserving; run-off triangle; development pattern; prediction; linear model; credibility theory; maximum-likelihood estimation; marginal-sum estimation PDFBibTeX XMLCite \textit{K. D. Schmidt}, AStA, Adv. Stat. 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