A generalized loss ratio method dealing with uncertain volume measures

A generalized loss ratio method dealing with uncertain volume measures

127 Views
Added in ASTIN / NON-LIFE

Thanks! Share it with your friends!

URL

You disliked this video. Thanks for the feedback!

Sorry, only registred users can create playlists.
URL

Description:

Speaker: Ulrich Riegel

Unlike chain ladder, the loss ratio method requires volume measures. Typically, these volumes are assumed to be known. In practice, however, accurate volume measures are rarely available. We interpret the available volumes as estimators for the true volume measures and introduce a generalization of the loss ratio method that is tailored to the situation of uncertain volume measures.
.

Post your comment

Sign in or sign up to post comments.
Be the first to comment