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A model study about the applicability of the Chain Ladder method - MaRDI portal

A model study about the applicability of the Chain Ladder method (Q4576909)

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scientific article; zbMATH DE number 6901686
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A model study about the applicability of the Chain Ladder method
scientific article; zbMATH DE number 6901686

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    A model study about the applicability of the Chain Ladder method (English)
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    11 July 2018
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    Solvency II
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    risk management
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    claim reserving
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    IBNR reserve
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    chain ladder method
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    collective model of risk theory
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    Monte Carlo simulation
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    stochastic model
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