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Astin Bulletin
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A Statistical Approach to IBNR-Reserves in Marine Reinsurance

descriptionPublicationkeyboard_double_arrow_right Article 01 Nov 1985 English Publisher:Cambridge University Press (CUP)Journal:ASTIN Bulletin, volume 15, pages 171-183 (issn: 0515-0361, eissn: 1783-1350, Copyright policy )
Authors: Joakim Hertig;

doi: 10.2143/ast.15.2.2015027

A Statistical Approach to IBNR-Reserves in Marine Reinsurance

Abstract

AbstractThe run off-pattern of long-term reinsurance treaties is described by means and standard deviations of logarithmic increments of premiums and loss ratios in a normal distribution. From this description forecasts of ultimate claims and current IBNR-reserves are derived, with associated distributions and confidence limits. Aggregation from individual treaties to portfolio level is proposed by normal approximation. Security loading of IBNR-reserves is proposed by a contingency reserve at portfolio level.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
32
Top 10%
Top 10%
Average
bronze
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