Jing Xu

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

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An Empirical Investigation of the Value of Finalisation Count Information to Loss Reserving

UNSW Business School Research Paper No. 2015ACTL21
Number of pages: 64 Posted: 06 Jun 2015 Last Revised: 15 Jan 2016
Greg Taylor and Jing Xu
UNSW Australia Business School, School of Risk & Actuarial Studies and National University of Singapore (NUS)
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Abstract:

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bootstrap, chain ladder, count data, loss reserving, payments per claim, finalised (PPCF), payments per claim incurred (PPCI), prediction error