A state space model for rub-off triangles (Q4827957): Difference between revisions

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Revision as of 17:36, 5 March 2024

scientific article; zbMATH DE number 2118492
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English
A state space model for rub-off triangles
scientific article; zbMATH DE number 2118492

    Statements

    A state space model for rub-off triangles (English)
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    24 November 2004
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    claim reserving
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    Kalman filter
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    forecast error
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    mean square error
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    parameter estimation
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    chain ladder model
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