A state space model for rub-off triangles (Q4827957)
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scientific article; zbMATH DE number 2118492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A state space model for rub-off triangles |
scientific article; zbMATH DE number 2118492 |
Statements
A state space model for rub-off triangles (English)
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24 November 2004
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claim reserving
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Kalman filter
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forecast error
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mean square error
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parameter estimation
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chain ladder model
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