Consistent loss prediction for a portfolio and its subportfolios (Q4576869)
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scientific article; zbMATH DE number 6901177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent loss prediction for a portfolio and its subportfolios |
scientific article; zbMATH DE number 6901177 |
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Consistent loss prediction for a portfolio and its subportfolios (English)
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11 July 2018
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additive method
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additivity
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aggregation problem
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chain-ladder method
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duality
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separation
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