A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS (Q5410253)
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scientific article; zbMATH DE number 6285641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS |
scientific article; zbMATH DE number 6285641 |
Statements
A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS (English)
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16 April 2014
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IBNR method
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chain ladder
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large loss
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attritional loss
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mean squared error of prediction
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standard error
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