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Another pragmatic loss reserving method or Bornhuetter-Ferguson revisited |
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| Authors: | Walther Neuhaus |
| Institution: | Mira Consultants Ltd. , GPO Box 3930, NSW 200 I , Sydney , Australia |
| Abstract: | Abstract The efficiency of an approximate credibility method for predicting outstanding claims in reinsurance, is analysed. The advantage of the approximate method is, that it does not require exact knowledge of the model's second order moments. |
| Keywords: | Credibility loss reserving reinsurance |