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Document Details : Title: The Claims Reserving Problem in Non-Life Insurance Subtitle: Some Structural Ideas Author(s): ARJAS, Elia Journal: ASTIN Bulletin Volume: 19 Issue: 2 Date: November 1989 Pages: 139-152 DOI: 10.2143/AST.19.2.2014905 Abstract : We present some relatively simple structural ideas about how probabilistic modeling, and in particular, the modern theory of point processes and martingales, can be used in the estimation of claims reserves. |
