AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES (Q5214820)
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scientific article; zbMATH DE number 7163343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES |
scientific article; zbMATH DE number 7163343 |
Statements
AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES (English)
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5 February 2020
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one-year volatility
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bootstrapping methods
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Mack model
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Chain-Ladder
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Bornhuetter-Ferguson
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Cape-Cod
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Benktander-Hovinen
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