Non-optimal prediction by the chain ladder method

DOI10.1016/S0167-6687(97)00015-2zbMath1053.62567OpenAlexW2087499874WikidataQ126465267 ScholiaQ126465267MaRDI QIDQ1381470

Klaus D. Schmidt

Publication date: 1997

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00015-2

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

A comparison of models for the chain--ladder method ⋮ Chain Ladder Prediction and Asset Liability Management

Cites Work

• Which stochastic model is underlying the chain ladder method?

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