Minimum distance loss-reserving

DOI10.1007/BF02809079zbMath1320.91150OpenAlexW137550832MaRDI QIDQ5422759

Erhard Kremer

Publication date: 30 October 2007

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

Full work available at URL: https://doi.org/10.1007/bf02809079

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items (3)

Unnamed Item ⋮ Nonlinear models in claim reserving ⋮ On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study

Cites Work

• A class of autoregressive models for predicting the final claims amount
• Random coefficient autoregressive loss reserving
• Modelling Claims Runoff Triangles with Two-dimensional Time Series
• IBNR-claims and the two-way model of ANOVA
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