A model study about the applicability of the Chain Ladder method (Q4576909): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03461238.2013.852992 / rank | |||
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| Property / OpenAlex ID: W2081284461 / rank | |||
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| Property / cites work: Prediction of Outstanding Liabilities II. Model Variations and Extensions / rank | |||
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| Property / cites work: On the Safety Loading for Chain Ladder Estimates: a Monte Carlo Simulation Study / rank | |||
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| Property / cites work: Q3707219 / rank | |||
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| Property / cites work: Chain Ladder Bias / rank | |||
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| Property / cites work: Q3071121 / rank | |||
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Latest revision as of 02:18, 16 July 2024
scientific article; zbMATH DE number 6901686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model study about the applicability of the Chain Ladder method |
scientific article; zbMATH DE number 6901686 |
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A model study about the applicability of the Chain Ladder method (English)
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11 July 2018
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Solvency II
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risk management
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claim reserving
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IBNR reserve
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chain ladder method
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collective model of risk theory
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Monte Carlo simulation
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stochastic model
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