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Stochastic incremental approach for modelling the claims reserves - MaRDI portal

Stochastic incremental approach for modelling the claims reserves (Q5402015)

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scientific article; zbMATH DE number 6268568
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English
Stochastic incremental approach for modelling the claims reserves
scientific article; zbMATH DE number 6268568

    Statements

    Stochastic incremental approach for modelling the claims reserves (English)
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    12 March 2014
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    stochastic claims reserving
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    chain-ladder method
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    Mack's model
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    CDR
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    incremental payments
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    calendar year view
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