Loss Reserving: An Actuarial Perspective (Hardcover, 2000)

Preface. Part I: Deterministic Models. 1. Basic Concepts. 2. Claim Counts. 3. Claim Amounts - Simple Models. 4. Claim Amounts - Other Deterministic Models. 5. Combination of Deterministic Estimates of Liability. Part II: Stochastic Models. 6. Stochastic Techniques. 7. Stochastic Chain Ladder. 8. Stochastic Models with a GLM Basis. 9. Credibility Models. 10. Kalman Filter. 11. Bootstrap. 12. Final Estimates of Liability. Appendix A: Notation. Appendix B: Data for Numerical Example. Index.