On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study

DOI10.2143/AST.32.1.1018zbMath1061.62568arXiv1009.4143OpenAlexW2162977581MaRDI QIDQ4661654

Magda Schiegl

Publication date: 30 March 2005

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

Full work available at URL: https://arxiv.org/abs/1009.4143

zbMATH Keywords

Monte Carlo simulationmean square errorcollective modelrisk theorychain ladderPanjer recursionsafety loadingreserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (2)

A model study about the applicability of the Chain Ladder method ⋮ Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

Cites Work

• Minimum distance loss-reserving
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