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The appropriate estimation of incurred but not reported (IBNR) reserves is traditionally one of the most important task for property and casualty actuaries. As certain claims are reported considerably later after their occurrence, the amount and appropriateness of the reserves have a substantial effect on the financial results of institutions. In recent years, stochastic reserving methods have become increasingly widespread, supported by broad actuarial literature, describing development models and evaluation techniques.

The cardinal aim of the present paper is to compare the appropriateness of several stochastic estimation methods, supposing different distributional underlying development models. For lack of analytical formulae in most of the model settings relevant from a practical perspective, due to the complex behavior of summed variables, simulations are performed to approximate distributions and results. Considering that the number of runoff triangles is generally limited, stochastically simulated scenarios contribute to feasible solutions. Stochastic reserving is taken into account as a stochastic forecast, thus comparison techniques developed for stochastic forecasts can be applied, opening up new informative perspectives beyond classical prediction measures, such as the mean square error of prediction.

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Editors in Chief

Gábor SIMONYI (Rényi Institute of Mathematics)
András STIPSICZ (Rényi Institute of Mathematics)
Géza TÓTH (Rényi Institute of Mathematics) 

Managing Editor

Gábor SÁGI (Rényi Institute of Mathematics)

Editorial Board

  • Imre BÁRÁNY (Rényi Institute of Mathematics)
  • Károly BÖRÖCZKY (Rényi Institute of Mathematics and Central European University)
  • Péter CSIKVÁRI (ELTE, Budapest) 
  • Joshua GREENE (Boston College)
  • Penny HAXELL (University of Waterloo)
  • Andreas HOLMSEN (Korea Advanced Institute of Science and Technology)
  • Ron HOLZMAN (Technion, Haifa)
  • Satoru IWATA (University of Tokyo)
  • Tibor JORDÁN (ELTE, Budapest)
  • Roy MESHULAM (Technion, Haifa)
  • Frédéric MEUNIER (École des Ponts ParisTech)
  • Márton NASZÓDI (ELTE, Budapest)
  • Eran NEVO (Hebrew University of Jerusalem)
  • János PACH (Rényi Institute of Mathematics)
  • Péter Pál PACH (BME, Budapest)
  • Andrew SUK (University of California, San Diego)
  • Zoltán SZABÓ (Princeton University)
  • Martin TANCER (Charles University, Prague)
  • Gábor TARDOS (Rényi Institute of Mathematics)
  • Paul WOLLAN (University of Rome "La Sapienza")

STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA
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2020  
Total Cites 536
WoS
Journal
Impact Factor
0,855
Rank by Mathematics 189/330 (Q3)
Impact Factor  
Impact Factor 0,826
without
Journal Self Cites
5 Year 1,703
Impact Factor
Journal  0,68
Citation Indicator  
Rank by Journal  Mathematics 230/470 (Q2)
Citation Indicator   
Citable 32
Items
Total 32
Articles
Total 0
Reviews
Scimago 24
H-index
Scimago 0,307
Journal Rank
Scimago Mathematics (miscellaneous) Q3
Quartile Score  
Scopus 139/130=1,1
Scite Score  
Scopus General Mathematics 204/378 (Q3)
Scite Score Rank  
Scopus 1,069
SNIP  
Days from  85
sumbission  
to acceptance  
Days from  123
acceptance  
to publication  
Acceptance 16%
Rate

2019  
Total Cites
WoS
463
Impact Factor 0,468
Impact Factor
without
Journal Self Cites
0,468
5 Year
Impact Factor
0,413
Immediacy
Index
0,135
Citable
Items
37
Total
Articles
37
Total
Reviews
0
Cited
Half-Life
21,4
Citing
Half-Life
15,5
Eigenfactor
Score
0,00039
Article Influence
Score
0,196
% Articles
in
Citable Items
100,00
Normalized
Eigenfactor
0,04841
Average
IF
Percentile
13,117
Scimago
H-index
23
Scimago
Journal Rank
0,234
Scopus
Scite Score
76/104=0,7
Scopus
Scite Score Rank
General Mathematics 247/368 (Q3)
Scopus
SNIP
0,671
Acceptance
Rate
14%

 

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Studia Scientiarum Mathematicarum Hungarica
Language English
French
German
Size B5
Year of
Foundation
1966
Publication
Programme
2021 Volume 58
Volumes
per Year
1
Issues
per Year
4
Founder Magyar Tudományos Akadémia
Founder's
Address
H-1051 Budapest, Hungary, Széchenyi István tér 9.
Publisher Akadémiai Kiadó
Publisher's
Address
H-1117 Budapest, Hungary 1516 Budapest, PO Box 245.
Responsible
Publisher
Chief Executive Officer, Akadémiai Kiadó
ISSN 0081-6906 (Print)
ISSN 1588-2896 (Online)