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Full and 1‐year runoff risk in the credibility‐based additive loss reserving method - MaRDI portal

Full and 1‐year runoff risk in the credibility‐based additive loss reserving method (Q5414509)

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scientific article; zbMATH DE number 6292442
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Full and 1‐year runoff risk in the credibility‐based additive loss reserving method
scientific article; zbMATH DE number 6292442

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    Full and 1‐year runoff risk in the credibility‐based additive loss reserving method (English)
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    6 May 2014
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    stochastic claims reserving
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    additive loss reserving method
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    Bayesian statistics
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    credibility theory
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    solvency
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    mean square error of prediction
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