The Prediction Error of Bornhuetter/Ferguson

DOI10.2143/AST.38.1.2030404zbMath1169.91426MaRDI QIDQ3395762

Thomas Mack

Publication date: 13 September 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (6)

CHAIN LADDER AND ERROR PROPAGATION ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ Full and 1‐year runoff risk in the credibility‐based additive loss reserving method ⋮ Double Chain Ladder and Bornhuetter-Ferguson ⋮ AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES

Cites Work

• The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor

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