Estimation error and bootstrapping in the chain-ladder model of Mack (Q825302): Difference between revisions

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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: The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark / rank
 
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Property / cites work: Addendum to: ``The multi-year non-life insurance risk in the additive reserving model'': Quantification of multi-year non-life insurance risk in chain ladder reserving models / 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 RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED / 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: CHAIN LADDER AND ERROR PROPAGATION / rank
 
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Latest revision as of 14:31, 27 July 2024

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Estimation error and bootstrapping in the chain-ladder model of Mack
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