Concepedia

Run-off Triangles

Run-Off Triangles is a claims modeling technique structured as a tabular representation that organizes claims data by accident period and development period to model and project outstanding liabilities in non-life insurance.

21

Publications

912

Citations

33

Authors

23

Institutions

Publications per year

2017–2026

4

Variants

Claims Development Triangles

Parents

Publications

21

Micro-level stochastic loss reserving for general insurance

Katrien Antonio, Richard Plat · Scandinavian Actuarial Journal · 2013 · 151 citations · Full text

, , +16

A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves

Thomas M. Mack · Astin Bulletin · 1991 · 109 citations · Full text

, , +14

Dependent Loss Reserving using Copulas

Peng Shi, Edward W. Frees · Astin Bulletin · 2011 · 77 citations

, , +17

Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays

Greg Taylor · Astin Bulletin · 1977 · 74 citations · Full text

, , +11

A Bayesian Log-Normal Model for Multivariate Loss Reserving

Peng Shi, Sanjib Basu, Glenn Meyers · North American Actuarial Journal · 2012 · 71 citations

, , +17

1–5 of 21

Authors

33

  1. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    3 publications · 92 citations

    3

    h-index

  2. KA
    Katrien Antonio

    KU Leuven, Belgium

    3 publications · 198 citations

    3

    h-index

  3. CB
    Christian Braun

    University of St.Gallen, Switzerland

    2 publications · 89 citations

    2

    h-index

  4. PS
    Peng Shi

    University of Wisconsin–Madison, United States

    2 publications · 148 citations

    2

    h-index

  5. TV
    Tim Verdonck

    KU Leuven, Belgium

    1 publications · 39 citations

    1

    h-index

1–5 of 33

Institutions

23

  1. KU Leuven

    Leuven, Belgium

    4 h-index

    7 publications

    321 citations

  2. University of Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    3 publications

    312 citations

  3. Northern Illinois University

    DeKalb, United States

    2 h-index

    3 publications

    219 citations

  4. City, University of London

    London, United Kingdom

    2 h-index

    4 publications

    196 citations

  5. Winterthur Gas & Diesel (Switzerland)

    Winterthur, Switzerland

    2 h-index

    2 publications

    71 citations

  6. Université du Québec à Montréal

    Montreal, Canada

    1 h-index

    2 publications

    32 citations

  7. Université de Rennes

    Rennes, France

    1 h-index

    1 publications

    16 citations

  8. Hamburg School of Business Administration

    Hamburg, Germany

    1 h-index

    2 publications

    46 citations

1–8 of 23

Venues

  1. Astin Bulletin

    7 publications · 420 citations

    8

    h-index

  2. North American Actuarial Journal

    NAAJ · 4 publications · 159 citations

    4

    h-index

  3. Scandinavian Actuarial Journal

    2 publications · 164 citations

    2

    h-index

  4. Risks

    2 publications · 39 citations

    2

    h-index

  5. Annals of Actuarial Science

    2 publications · 39 citations

    2

    h-index

1–5