Concepedia

Reserving Risk

Reserving Risk is the actuarial risk that arises from uncertainty in estimating the adequacy of insurance loss reserves, distinguished from other underwriting and market risks by its specific focus on the potential deviation between projected and actual claims settlement amounts.

13

Publications

303

Citations

24

Authors

18

Institutions

Publications per year

2017–2026

2

Variants

Reserve Risk

Parents

Publications

13

<scp>Earnings Smoothing, Executive Compensation, and Corporate Governance: Evidence From the Property–Liability Insurance Industry</scp>

David L. Eckles, Martin Halek, Enya He et al. · Journal of Risk & Insurance · 2011 · 68 citations

, , +16

Neural network embedding of the over-dispersed Poisson reserving model

Andrea Gabrielli, Ronald Richman, Mario V. Wüthrich · Scandinavian Actuarial Journal · 2019 · 60 citations

, , +8

Premiums and reserves, adjusted by distortions

Alois Pichler · Scandinavian Actuarial Journal · 2013 · 34 citations

, , +11

Bounds for the Ruin Probability of a Discrete-Time Risk Process

Maikol Diasparra, Rosario Romera · Journal of Applied Probability · 2009 · 22 citations

, , +15

Using expected loss ratios in reserving

Daniel F. Gogol · Insurance Mathematics and Economics · 1993 · 18 citations

, , +10

1–5 of 13

Authors

24

  1. ML
    Marc Linde

    Universität Ulm, Germany

    2 publications · 27 citations

    2

    h-index

  2. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    2 publications · 72 citations

    2

    h-index

  3. DD
    Dorothea Diers

    Universität Ulm, Germany

    2 publications · 27 citations

    2

    h-index

  4. RZ
    Rongrong Zhang

    Georgia Southern University, United States

    1 publications · 68 citations

    1

    h-index

  5. PE
    Paul Embrechts

    ETH Zurich, Switzerland

    1 publications · 12 citations

    1

    h-index

1–5 of 24

Institutions

18

  1. ETH Zurich

    Zurich, Switzerland

    2 h-index

    4 publications

    144 citations

  2. Universität Ulm

    Ulm, Germany

    2 h-index

    3 publications

    40 citations

  3. Japan Real Estate Institute

    Tokyo, Japan

    1 h-index

    1 publications

    68 citations

  4. Georgia State University

    Atlanta, United States

    1 h-index

    1 publications

    10 citations

  5. Swiss Re (Switzerland)

    Zurich, Switzerland

    1 h-index

    1 publications

    13 citations

  6. Institut Lumière Matière

    Villeurbanne, France

    1 h-index

    2 publications

    22 citations

  7. University of Manchester

    Manchester, United Kingdom

    1 h-index

    1 publications

    10 citations

  8. MIT University

    Skopje, North Macedonia

    1 h-index

    1 publications

    68 citations

1–8 of 18

Venues

  1. Scandinavian Actuarial Journal

    3 publications · 105 citations

    3

    h-index

  2. Insurance Mathematics and Economics

    3 publications · 45 citations

    3

    h-index

  3. Astin Bulletin

    2 publications · 23 citations

    2

    h-index

  4. Statistics & Risk Modeling

    1 publications · 12 citations

    1

    h-index

  5. Accounting and Business Research

    1 publications · 11 citations

    1

    h-index

1–5