AN INDUSTRY QUESTION: THE ULTIMATE AND ONE-YEAR RESERVING UNCERTAINTY FOR DIFFERENT NON-LIFE RESERVING METHODOLOGIES

DOI10.1017/ASB.2014.16zbMath1431.91323OpenAlexW3125248272MaRDI QIDQ5214820

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Publication date: 5 February 2020

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

Full work available at URL: http://doc.rero.ch/record/304331/files/S0515036114000166.pdf

zbMATH Keywords

Bornhuetter-Fergusonbootstrapping methodsMack modelBenktander-HovinenCape-CodChain-Ladderone-year volatility

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

One-year estimation uncertainty in some claim development models

Cites Work

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• Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method
• The Prediction Error of Bornhuetter/Ferguson

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