Abstract
In the paper, "A Probabilistic Model for IBNR Claims" a number of results of interest have been presented. The assumptions of the model have been clearly defined and several useful derivations worked out. It should be noted that this paper addresses "pure IBNR" - to the exclusion of reserves for adverse development on case reserves.
Volume
LVII
Page
108-110
Year
1986
Categories
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Publications
Proceedings of the Casualty Actuarial Society