Grossing-up, chain-ladder and marginal-sum estimation

DOI10.1007/BF02808324zbMath1321.62129MaRDI QIDQ5422724

Klaus D. Schmidt, Holger Lorenz

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Related Items (2)

Loss prediction based on run-off triangles ⋮ A comparison of models for the chain--ladder method

Cites Work

• Chain ladder, marginal sum and maximum likelihood estimation

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