Loss Reserving Using Loss Aversion Functions

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2009 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Choo, Weihao; De Jong, Piet;

doi: 10.2139/ssrn.1348279 , 10.1016/j.insmatheco.2009.07.005

Loss Reserving Using Loss Aversion Functions

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Abstract

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Related Organizations

Macquarie University
Australia

Keywords

loss aversion, risk measure, Risk theory, insurance, premium loading, percentile rank aversion, distortion operators, expected maximum loss, standard deviation principle

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