MAXIMUM LIKELIHOOD AND ESTIMATION EFFICIENCY OF THE CHAIN LADDER

DOI10.2143/AST.41.1.2084389zbMath1214.91058OpenAlexW2291984180MaRDI QIDQ3008259

Greg Taylor

Publication date: 15 June 2011

Full work available at URL: http://www.actuaries.org/LIBRARY/ASTIN/vol41no1/131.pdf

Mathematics Subject Classification ID

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

Related Items (7)

BAYESIAN CHAIN LADDER MODELS ⋮ CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS ⋮ EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS ⋮ Univariate and multivariate claims reserving with generalized link ratios ⋮ The geometric chain-ladder ⋮ A special Tweedie sub-family with application to loss reserving prediction error ⋮ A Cape Cod model for the exponential dispersion family

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