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A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) - MaRDI portal

A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) (Q1974046)

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scientific article; zbMATH DE number 1441575
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English
A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
scientific article; zbMATH DE number 1441575

    Statements

    A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) (English)
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    24 January 2002
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    over-dispersed Poisson model
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    maximum likelihood estimator
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    distribution-free
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    chain ladder
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