caa a22 4500 388070935 CHVBK 20180307125148.0 cr unu---uuuuu 161130e199905 xx s 000 0 eng 10.2143/AST.29.1.504603 doi S0515036100003469 pii (NATIONALLICENCE)cambridge-10.2143/AST.29.1.504603 Norberg Ragnar University of Copenhagen and London School of Economics Prediction of Outstanding Liabilities II. Model Variations and Extensions [Elektronische Daten] [Ragnar Norberg] This is a follow-up of a previous paper by the author, where claims reserving in non-life insurance is treated in the framework of a marked Poisson claims process. A key result on decomposition of the process is generalized, and a number of related results are added. Their usefulness is demonstrated by examples and, in particular, the connection to the analogous discrete time model is clarified. The problem of predicting the outstanding part of reported but not settled claims is revisited and, by way of example, solved in a model where the partial payments are governed by a Dirichlet process. The process of reported claims is examined, and its dual relationship to the process of occurred claims is pointed out. Copyright © International Actuarial Association 1999 Claims reserving nationallicence marked Poisson process nationallicence decomposition nationallicence thinning nationallicence amalgamation nationallicence Dirichlet process nationallicence discrete vs. continuous time nationallicence ASTIN Bulletin Cambridge University Press 29/1(1999-05), 5-25 0515-0361 29:1<5 1999 29 ASB https://doi.org/10.2143/AST.29.1.504603 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.29.1.504603 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Norberg Ragnar University of Copenhagen and London School of Economics NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 29/1(1999-05), 5-25 0515-0361 29:1<5 1999 29 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence SWISSBIB 157448150 BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge