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The geometric chain-ladder - MaRDI portal

The geometric chain-ladder (Q4576798)

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scientific article; zbMATH DE number 6900961
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English
The geometric chain-ladder
scientific article; zbMATH DE number 6900961

    Statements

    title
    The geometric chain-ladder (English)
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    publication date
    10 July 2018
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    zbMATH Keywords
    arithmetic chain-ladder
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    geometric chain-ladder
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    canonical parameter
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    identification problem
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    maximum likelihood
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    log-normal model
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    describes a project that uses
    R
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    ChainLadder
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    DCL
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62P10
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    zbMATH DE Number
    6900961
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    OpenAlex ID
    W1997927915
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