Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/257900 
Autor:innen: 
Erscheinungsjahr: 
2019
Quellenangabe: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 7 [Issue:] 2 [Article No.:] 62 [Publisher:] MDPI [Place:] Basel [Year:] 2019 [Pages:] 1-27
Verlag: 
MDPI, Basel
Zusammenfassung: 
In the past two decades increasing computational power resulted in the development of more advanced claims reserving techniques, allowing the stochastic branch to overcome the deterministic methods, resulting in forecasts of enhanced quality. Hence, not only point estimates, but predictive distributions can be generated in order to forecast future claim amounts. The significant expansion in the variety of models requires the validation of these methods and the creation of supporting techniques for appropriate decision making. The present article compares and validates several existing and self-developed stochastic methods on actual data applying comparison measures in an algorithmic manner.
Schlagwörter: 
stochastic claims reserving
probabilistic forecast
comparison metrics
credibility
Monte Carlo
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
cc-by Logo
Dokumentart: 
Article
Erscheint in der Sammlung:

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.