Loss prediction based on run-off triangles
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Publication:1633246
DOI10.1007/s10182-011-0183-0zbMath1443.62370OpenAlexW2027687894MaRDI QIDQ1633246
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0183-0
predictionlinear modelcredibility theorydevelopment patternloss reservingrun-off trianglemaximum-likelihood estimationmarginal-sum estimation
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Related Items (3)
Separation of small and large claims on the basis of collective models ⋮ Unnamed Item ⋮ On the relationship between classical chain ladder and granular reserving
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