Prediction error in the chain ladder method
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Publication:939374
DOI10.1016/j.insmatheco.2007.05.002zbMath1141.91644OpenAlexW1982003672MaRDI QIDQ939374
Publication date: 22 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.05.002
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Related Items (2)
CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING ⋮ Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method
Cites Work
- A course in credibility theory and its applications
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment
- The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
- Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
- Solvency
- Unnamed Item
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