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Consistent loss prediction for a portfolio and its subportfolios - MaRDI portal

Consistent loss prediction for a portfolio and its subportfolios

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Publication:4576869

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DOI10.1080/03461238.2012.749508zbMath1401.91138OpenAlexW2049377186MaRDI QIDQ4576869

Sebastian Fuchs

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2012.749508

zbMATH Keywords

duality additivity separation chain-ladder method aggregation problem additive method

Mathematics Subject Classification ID

Related Items (2)

Bifurcation of attritional and large losses in an additive IBNR environment ⋮ Separation of small and large claims on the basis of collective models

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