Introduction to Selected Papers from the Variability in Reserves Prize Program

Abstract
This is an introduction and summary of papers from a prize paper program on how to measure the variability of loss reserves. The papers fall into three categories: Methods based on variance of link ratios; methods based on the collective risk model; and methods based on parametric models of development.
Volume
Spring, Vol 1
Page
91-100
Year
1994
Categories
Actuarial Applications and Methodologies
Reserving
Reserve Variability
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Publications
Casualty Actuarial Society E-Forum
Authors
Gary G Venter