Allende-Platz 1
Hamburg, 20146
Germany
University of Hamburg
claims reserving, outstanding loss liabilities, ultimate loss prediction, claims payments, claims incurred, incurred losses, prediction uncertainty, paid-incurred chain model, PIC reserving method, general insurance, non-life insurance
best-estimate reserves, dynamic hedging, sequential local risk minimization, state-price deflator, incomplete market, technical provisions, risk margin
stochastic claims reserving, PIC method, outstanding loss liabilities, claims payments, incurred losses, prediction uncertainty, conditional mean square error, claims development result, solvency
