Late claims reserving with uncertainty

Vårdal, Jofrid Frøland; Dimakos, Xeni Kristine

November 06, 2007

SAMBA

• Areas: Finance, insurance and commodity markets
• Keywords: Chain ladder method, Bootstrapping, Late claims reserves, VaR, cVaR
• Page(s): 33
• Name and number of project: Beregning av reserverisiko 220346
• Title: Late claims reserving with uncertainty
• Author(s): Vårdal, Jofrid Frøland; Dimakos, Xeni Kristine
• Report number: SAMBA/37/07
• Published date: November 06, 2007