Readings on IBNR and claims reserving

The second part of the course on nonlife insurance will be dedicated to IBNR and claims reserving techniques. The main reference is the textbook by Mario Wüthrich and Michael Merz (a preliminary version can be downloaded from http://actuaries.ch/…)

The first reference is Best Estimates for Reserves by by Glen Barnett and Ben Zehnwirth is available online http://casact.org/pubs/…. In 2004 , Ben Zehnwirth, Julie Sims and Mark Shapland published Will Your Next Reserve Increase Be Your Last, available on http://contingencies.org/janfeb04/…. Finally, on simulation based techniques, The Actuary published an article entitled about the bootstrap, http://insureware.com/Library/… For further readings, here are some articles, found in the CAS forums, the ASTIN conferences, etc,


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