Reserve Risk Modelling:
Theoretical and Practical
Aspects

Submitted on 29th July 2015

- Basic concepts: uncertainty when forecasting
- A stochastic reserving model: Macks model
- Analytic
- Using bootstrapping
-The 1 year view of reserving risk

Source
EMB and The Israeli Association of Actuaries
Length of Resource
38 slides
Resource File
Author
Peter England PhD
Date Published
Publication Type
paper
Resource Type
commercial