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Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited - MaRDI portal

Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited (Q3067084)

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Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited
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    Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited (English)
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    20 January 2011
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    claims reserve
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    loss ratio method
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    credibility method
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    minimum mean
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    minimum variance
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    chain-ladder
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    Benktander reserve
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    Neuhaus reserve
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