Luis Huergo

University of Tuebingen

Wilhelmstr. 19

72074 Tuebingen, Baden Wuerttemberg 72074

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

190

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Bootstrapping the Chain-Ladder Method for Correlated Run-Off-Triangles for Achieving the Predictive Distribution of the Claims Development Result

Number of pages: 22 Posted: 16 May 2012 Last Revised: 26 Nov 2016
Jochen Heberle, Luis Huergo and Michael Merz
University of Hamburg, University of Tuebingen and University of Hamburg
Downloads 190 (219,112)

Abstract:

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Chain-Ladder, claims reserving, general insurance, non-life insurance, claims development result

2.

Predicting the Claims-Development-Result in the Chain-Ladder Method for Correlated Run-Off Portfolios

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97, No. 4 (2008), 439-461, DOI: 10.1007/s12297-008-0035-5
Posted: 20 May 2012
Jochen Heberle, Luis Huergo and Michael Merz
University of Hamburg, University of Tuebingen and University of Hamburg

Abstract:

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Chain-Ladder, claims reserving, general insurance, non-life insurance, claims development result

3.

Bootstrapping the Chain-Ladder Method for Several Correlated Run-Off Portfolios

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 97, No. 4 (2008), DOI:10.1007/s12297-008-0035-5
Posted: 20 May 2012
Jochen Heberle, Luis Huergo and Michael Merz
University of Hamburg, University of Tuebingen and University of Hamburg

Abstract:

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Chain-Ladder, claims reserving, general insurance, non-life insurance, predictive distribution