Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Display
Catalogue Display
Handbook on Loss Reserving
.
Bookmark this Record
Catalogue Record 37162
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 37162
.
Reviews
Catalogue Record 37162
.
British Library
Resolver for RSN-37162
Google Scholar
Resolver for RSN-37162
WorldCat
Resolver for RSN-37162
Catalogo Nazionale SBN
Resolver for RSN-37162
GoogleBooks
Resolver for RSN-37162
ICTP Library
Resolver for RSN-37162
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
368.01
Title
Handbook on Loss Reserving ([EBook]) / edited by Michael Radtke, Klaus D. Schmidt, Anja Schnaus.
Added Personal Name
Radtke, Michael
Schmidt, Klaus D. , 1951-
Schnaus, Anja
Other name(s)
SpringerLink (Online service)
Publication
Cham : Springer International Publishing , 2016.
Physical Details
XV, 322 pages. 4 illus., 1 illus. in color. : online resource.
Series
EAA Series
1869-6929
ISBN
9783319300566
Summary Note
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.:
Contents note
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.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-3-319-30056-6
Links to Related Works
Subject References:
Actuarial science
.
Actuarial Sciences
.
Insurance
.
Mathematics
.
Statistical Theory and Methods
.
Statistics
.
Statistics for Business/Economics/Mathematical Finance/Insurance
.
Authors:
editor
.
Radtke, Michael
.
Schmidt, Klaus D. 1951-
.
Schnaus, Anja
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
EAA Series
.
Classification:
368.01
.
.
ISBD Display
Catalogue Record 37162
.
Tag Display
Catalogue Record 37162
.
Related Works
Catalogue Record 37162
.
Marc XML
Catalogue Record 37162
.
Add Title to Basket
Catalogue Record 37162
.
Catalogue Information 37162
Beginning of record
.
Catalogue Information 37162
Top of page
.
Download Title
Catalogue Record 37162
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
37162
1
37162
-
2
37162
-
3
37162
-
4
37162
-
5
37162
-
Quick Search
Search for