Concepedia

Reserve Risk Analysis

Reserve Risk Analysis is a methodological framework within actuarial analytics that quantifies uncertainty in insurance liabilities by assessing the potential deviation of ultimate claim costs from initially established reserves.

28

Publications

1.9K

Citations

42

Authors

31

Institutions

Publications per year

2017–2026

3

Parents

Publications

28

A model of reserves, bank runs, and deposit insurance

John Bryant · Journal of Banking & Finance · 1980 · 1.1K citations

, , +14

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Lihua Bai, Jun Cai, Ming Zhou · Insurance Mathematics and Economics · 2013 · 83 citations

, , +14

Bayesian Estimation of Outstanding Claim Reserves

Enrique de Alba · North American Actuarial Journal · 2002 · 66 citations

, , +17

INSURANCE THEORY: RESERVES VERSUS MUTUALITY

John M. Marshall · Economic Inquiry · 1974 · 59 citations

, , +13

A Statistical Approach to IBNR-Reserves in Marine Reinsurance

Joakim Hertig · Astin Bulletin · 1985 · 58 citations · Full text

, , +16

1–5 of 28

Authors

42

  1. RV
    Richard Verrall

    City, University of London, United Kingdom

    3 publications · 76 citations

    3

    h-index

  2. PD
    Peter D. England

    City, University of London, United Kingdom

    2 publications · 59 citations

    2

    h-index

  3. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    2 publications · 59 citations

    2

    h-index

  4. GL
    Guangbin Lian

    University of Saskatchewan, Canada

    1 publications · 30 citations

    1

    h-index

  5. CS
    Craig S. Peters

    1 publications · 23 citations

    1

    h-index

1–5 of 42

Institutions

31

  1. World Bank

    Washington, United States

    2 h-index

    3 publications

    61 citations

  2. ETH Zurich

    Zurich, Switzerland

    2 h-index

    2 publications

    59 citations

  3. City, University of London

    London, United Kingdom

    2 h-index

    3 publications

    93 citations

  4. Stuttgart Technical University of Applied Sciences

    Stuttgart, Germany

    1 h-index

    1 publications

    11 citations

  5. Central University of Finance and Economics

    Beijing, China

    1 h-index

    1 publications

    83 citations

  6. Nankai University

    Tianjin, China

    1 h-index

    1 publications

    83 citations

  7. University of Florida

    Gainesville, United States

    1 h-index

    1 publications

    1.1K citations

  8. Federal Reserve Bank of Minneapolis

    Minneapolis, United States

    1 h-index

    1 publications

    1.1K citations

1–8 of 31

Venues

  1. Insurance Mathematics and Economics

    4 publications · 142 citations

    4

    h-index

  2. SSRN Electronic Journal

    Repository · 3 publications · 68 citations

    3

    h-index

  3. Astin Bulletin

    2 publications · 72 citations

    2

    h-index

  4. SPE Asia Pacific Oil and Gas Conference and Exhibition

    Conference · 1 publications · 15 citations

    1

    h-index

  5. Variance

    1 publications · 17 citations

    1

    h-index

1–5