rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Handbook on loss reserving
  title info:
    title: Handbuch zur Schadenreservierung. English
  name:
    name part: Radtke, Michael
    role:
      role term: editor.
  name:
    name part: Schmidt, Klaus D.
    name part: 1951-
    role:
      role term: editor.
  name:
    name part: Schnaus, Anja
    role:
      role term: editor.
  name:
    name part: ProQuest (Firm)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  genre: Handbooks and manuals.
  origin info:
    place:
      place term: sz
    date issued: 2016
    issuance: monographic
  language:
    language term: eng
  language:
    language term: ger
  physical description:
    form: remote
    extent: 1 online resource (317 pages)
  abstract: This handbook presents the basic aspects of actuarial loss reserving. Besides the traditional methods, it also includes a description of more recent ones and a discussion of certain problems occurring in actuarial practice, like inflation, scarce data, large claims, slow loss development, the use of market statistics, the need for simulation techniques and the task of calculating best estimates and ranges of future losses. In property and casualty insurance the provisions for payment obligations from losses that have occurred but have not yet been settled usually constitute the largest item on the liabilities side of an insurer's balance sheet. For this reason, the determination and evaluation of these loss reserves is of considerable economic importance for every property and casualty insurer. Actuarial students, academics as well as practicing actuaries will benefit from this overview of the most important actuarial methods of loss reserving by developing an understanding of the underlying stochastic models and how to practically solve some problems which may occur in actuarial practice.
  table of contents: Additive Method -- Aggregation -- Bornhuetter-Ferguson Method -- Bornhuetter-Ferguson Principle -- Cape Cod Method -- Chain-Ladder Method (Basics) -- Chain-Ladder Method (Models) -- Chain-Ladder Method (Prediction Error) -- Collective Model -- Controlling -- Credibility Models (Basics) -- Credibility Models (Loss Reserving) -- Development Patterns (Basics) -- Development Patterns (Estimation) -- Expected-Loss Method -- Grossing-Up Method -- Linear Models (Basics) -- Linear Models (Loss Reserving) -- Lognormal Loglinear Model (Basics) -- Lognormal Loglinear Model (Loss Reserving) -- Loss-Development Method -- Loss Ratios -- Marginal Sum Method -- Multinomial Model -- Multiplicative Model -- Multivariate Methods -- Munich Chain-Ladder Method -- Paid & Incurred Problem -- Panning Method -- Poisson Model -- Reinsurance -- Run-Off Data -- Run-Off Triangles -- Separation Method -- Simulation -- Solvency II -- Tail Estimation -- Volume Measures -- Probability Distributions -- References -- List of Symbols -- List of Contributors -- Author Index -- Subject Index.
  note: Michael Radtke, Klaus D. Schmidt, Anja Schnaus, editors.
  note: Includes bibliographical references and indexes.
  subject:
    topic: Insurance
    topic: Reserves
    genre: Handbooks, manuals, etc
  subject:
    topic: Mathematics
  subject:
    topic: Insurance
    topic: Mathematics
  subject:
    topic: Actuarial science
  subject:
    topic: Statistics
  subject:
    topic: BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management
  subject:
    topic: Mathematical statistics
  subject:
    topic: Actuarial science
  subject:
    topic: Insurance
    topic: Mathematics
  subject:
    topic: Insurance
    topic: Reserves
  subject:
    topic: Mathematics
  subject:
    topic: Statistics
  classification: HG8076 .H364 2016eb
  classification: 368/.01
  related item:
    title info:
      title: EAA Series
  identifier: 9783319300566
  identifier: 3319300563
  identifier: 9783319300542
  identifier: 3319300547
  identifier: 966542 MIL
  identifier: https://ebookcentral.proquest.com/lib/tamucs/detail.action
  record info:
    record content source: N$T
    record creation date: 161102
    record change date: 20250816212927.6
    record identifier: in00003755993
    language of cataloging:
      language term: eng