Bounds on the estimation error in the chain ladder method (Q3077722): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461230701723032 / rank
 
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Property / cites work: The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) / rank
 
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Property / cites work: Correlation inequalities on some partially ordered sets / rank
 
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Property / cites work: The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach / rank
 
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Property / cites work: The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment / rank
 
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Property / cites work: Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method / rank
 
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Latest revision as of 20:00, 3 July 2024

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Bounds on the estimation error in the chain ladder method
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    Bounds on the estimation error in the chain ladder method (English)
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    22 February 2011
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    non-life insurance
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    claims reserving
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    chain ladder
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    mean square error of prediction
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    estimation error
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