The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark

DOI10.2143/AST.36.2.2017938zbMath1162.91401OpenAlexW4234909052MaRDI QIDQ3632852

Markus Buchwalder, Michael Merz, Mario V. Wüthrich, Hans Bühlmann

Publication date: 15 June 2009

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

Full work available at URL: https://doi.org/10.2143/ast.36.2.2017938

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Estimation error and bootstrapping in the chain-ladder model of Mack

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