Incurred but not reported (IBNR) loss reserving is an important issue for Property & Casualty
(P&C) insurers. To calculate IBNR reserve, one needs to model claim arrivals and then …

The projection of outstanding liabilities caused by incurred losses or claims has played a
fundamental role in general insurance operations. Loss reserving methods based on …

This paper considers the problem of predicting the number of events that have occurred in
the past, but which are not yet observed due to a delay. Such delayed events are relevant in …

Insurance companies hold reserves to be able to fulfill future liabilities with respect to the
policies they write. Micro-level reserving methods focus on the development of individual …

Unlike collective models, individual models have the advantage of keeping the attributes of
each claim intact. We propose a three-component parametric individual model that uses this …

We propose an individual claims reserving model based on the conditional Aalen–
Johansen estimator, as developed in Bladt and Furrer ((2023a) arXiv: 2303.02119.). In our …

In stochastic reserving, the incurred outstanding liabilities of general insurance companies
result in incomplete claims because of truncation and censoring. It is necessary for …

We introduce a continuous-time framework for the prediction of outstanding liabilities, in
which chain-ladder development factors arise as a histogram estimator of a cost-weighted …

We introduce a generalization of the one-dimensional accelerated failure time model
allowing the covariate effect to be any positive function of the covariate. This function and the …

This paper surveys the stochastic modelling of individual claims occurrence and
development for reserving purposes in non-life (general) insurance. The paper revisits the …