Asymptotic theory for Mack's model

DOI10.1016/j.insmatheco.2022.08.007OpenAlexW4292683669WikidataQ114167195 ScholiaQ114167195MaRDI QIDQ2682989

Julia Steinmetz, Carsten Jentsch

Publication date: 1 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.08.007

zbMATH Keywords

limiting distributionclaims reservingchain ladder modelreserve riskconditional limiting theoryMack's model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

Bootstrap consistency for the Mack bootstrap

Cites Work

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