One-Shot Individual Claims Reserving
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866917334852042752 |
|---|---|
| author | Richman, Ronald Wüthrich, Mario V. |
| author_facet | Richman, Ronald Wüthrich, Mario V. |
| contents | Individual claims reserving has not yet become established in actuarial practice. We attribute this to the absence of a satisfactory methodology: existing approaches tend to be either overly complex or insufficiently flexible and robust for practical use. Building on the classical chain-ladder (CL) method, we introduced a new perspective on individual claims reserving in Richman and Wüthrich [arXiv:2602.15385]. This manuscript has sparked considerable discussion within the actuarial community. The aim of the present paper is to continue and deepen that discussion, with the ultimate goal of advancing toward a new standard for micro-level reserving. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_11660 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | One-Shot Individual Claims Reserving Richman, Ronald Wüthrich, Mario V. Applications Risk Management Individual claims reserving has not yet become established in actuarial practice. We attribute this to the absence of a satisfactory methodology: existing approaches tend to be either overly complex or insufficiently flexible and robust for practical use. Building on the classical chain-ladder (CL) method, we introduced a new perspective on individual claims reserving in Richman and Wüthrich [arXiv:2602.15385]. This manuscript has sparked considerable discussion within the actuarial community. The aim of the present paper is to continue and deepen that discussion, with the ultimate goal of advancing toward a new standard for micro-level reserving. |
| title | One-Shot Individual Claims Reserving |
| topic | Applications Risk Management |
| url | https://arxiv.org/abs/2603.11660 |