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Advantages and Disadvantages of Loss Reserving Methods in Non-Life Insurance
Yugoslav journal of operations research, Tome 29 (2019) no. 4, p. 553 Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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We analyse characteristics of the three most commonly used methods for estimating loss reserves in non life insurance: the chain ladder method, the loss ratio method, and the Bornhuetter-Ferguson method. Our aim is to give a comparative analysis of the results obtained from applying these methods to a practical case, and to put emphasis on their advantages and disadvantages.
Classification : 62P05
Keywords: Loss Reserves, Chain Ladder Method, Loss Ratio Method, Bornhuetter-Ferguson Method 
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     author = {Jelena Ko\v{c}ovi\'c and Mirela Mitra\v{s}evi\'c and Dejan Trifunovi\'c},
     title = {Advantages and {Disadvantages} of {Loss} {Reserving} {Methods} in {Non-Life} {Insurance}},
     journal = {Yugoslav journal of operations research},
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Jelena Kočović; Mirela Mitrašević; Dejan Trifunović. Advantages and Disadvantages of Loss Reserving Methods in Non-Life Insurance. Yugoslav journal of operations research, Tome 29 (2019) no. 4, p. 553 . http://geodesic.mathdoc.fr/item/YJOR_2019_29_4_a7/