Claims Reserving in General Insurance
Claims Reserving in General Insurance
This is a comprehensive and accessible reference source that documents the theoretical and practical aspects of all the key deterministic and stochastic reserving methods that have been developed for use in general insurance. Worked examples and mathematical details are included, along with many of the broader topics associated with reserving in practice. The key features of reserving in a range of different contexts in the UK and elsewhere are also covered. The book contains material that will appeal to anyone with an interest in claims reserving. It can be used as a learning resource for actuarial students who are studying the relevant parts of their professional bodies' examinations, as well as by others who are new to the subject. More experienced insurance and other professionals can use the book to refresh or expand their knowledge in any of the wide range of reserving topics covered in the book.
- Presents all the key deterministic and stochastic reserving methods in a single resource
- Includes details of reserving in practice, both in general terms and in a number of specific contexts
- Contains mathematical formulation of all key methods, using a consistent notation throughout
Product details
October 2017Hardback
9781107076938
512 pages
254 × 179 × 27 mm
1.14kg
Temporarily unavailable - available from TBC
Table of Contents
- 1. Introduction
- 2. Data
- 3. Deterministic reserving methods
- 4. Stochastic reserving methods
- 5. Reserving in practice
- 6. Selected additional reserving topics
- 7. Reserving in specific contexts
- Appendix A. Mathematical details for mean squared error of prediction
- Appendix B. R code used for examples
- References
- Index.
