A Control Approach to Insurance Loss Reserving

Most casualty insurance loss reserving has been performed on a “case basis” without regard to the causal factors which affect losses—accident frequency, accident severity, and the firm's exposure to claims. Here, a control approach is developed which permits the loss reserve decision-maker to establish loss reserves on the basis of these indicators of the current loss environment.

• 저널Management Science · 17(6) · B–364
• 토픽Advanced Statistical Process Monitoring · Statistics, Probability and Uncertainty
• DOI10.1287/mnsc.17.6.b364
• 저자William K. King