This is a comprehensive and accessible reference source that documents the theoretical and practical aspects of all the key deterministic and stochastic reserving methods that have been developed for use in general insurance. Worked examples and mathematical details are included, along with many of the broader topics associated with reserving in practice. The key features of reserving in a range of different contexts in the UK and elsewhere are also covered. The book contains material that will appeal to anyone with an interest in claims reserving. It can be used as a learning resource for actuarial students who are studying the relevant parts of their professional bodies' examinations, as well as by others who are new to the subject. More experienced insurance and other professionals can use the book to refresh or expand their knowledge in any of the wide range of reserving topics covered in the book.Read more
- Presents all the key deterministic and stochastic reserving methods in a single resource
- Includes details of reserving in practice, both in general terms and in a number of specific contexts
- Contains mathematical formulation of all key methods, using a consistent notation throughout
16th Jan 2018 by RMVR
Searching the ChainLadder method on R languaje, I found this link to resolve my doubts
Review was not posted due to profanity×
- Date Published: October 2017
- format: Hardback
- isbn: 9781107076938
- length: 512 pages
- dimensions: 254 x 179 x 27 mm
- weight: 1.14kg
- availability: In stock
Table of Contents
3. Deterministic reserving methods
4. Stochastic reserving methods
5. Reserving in practice
6. Selected additional reserving topics
7. Reserving in specific contexts
Appendix A. Mathematical details for mean squared error of prediction
Appendix B. R code used for examples
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