A state space model for rub-off triangles (Q4827957): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 17:36, 5 March 2024
scientific article; zbMATH DE number 2118492
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
24 November 2004
0 references
claim reserving
0 references
Kalman filter
0 references
forecast error
0 references
mean square error
0 references
parameter estimation
0 references
chain ladder model
0 references