Pages that link to "Item:Q3632848"
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The following pages link to The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (Q3632848):
Displaying 26 items.
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model'': Quantification of multi-year non-life insurance risk in chain ladder reserving models (Q282298) (← links)
- Estimation error and bootstrapping in the chain-ladder model of Mack (Q825302) (← links)
- Prediction error in the chain ladder method (Q939374) (← links)
- Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
- Regression based reserving models and partial information (Q2212145) (← links)
- On the variance parameter estimator in general linear models (Q2303754) (← links)
- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance (Q2322262) (← links)
- Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model (Q2364008) (← links)
- The collective reserving model (Q2421394) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Univariate and multivariate claims reserving with generalized link ratios (Q2657017) (← links)
- Asymptotic theory for Mack's model (Q2682989) (← links)
- Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (Q3067093) (← links)
- Bounds on the estimation error in the chain ladder method (Q3077722) (← links)
- Uncertainty of the claims development result in the chain ladder method (Q3077727) (← links)
- Valuation portfolio in non-life insurance (Q3608219) (← links)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment (Q3632851) (← links)
- A QUANTITATIVE STUDY OF CHAIN LADDER BASED PRICING APPROACHES FOR LONG-TAIL QUOTA SHARES (Q4563740) (← links)
- CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS (Q4563741) (← links)
- CHAIN LADDER AND ERROR PROPAGATION (Q4563769) (← links)
- THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED (Q4972125) (← links)
- Prediction Error of the Multivariate Chain Ladder Reserving Method (Q5022534) (← links)
- A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS (Q5067885) (← links)
- A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS (Q5410253) (← links)
- CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING (Q5745186) (← links)
- Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting (Q6556602) (← links)
