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

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Revision as of 03:01, 20 March 2024

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Estimation error and bootstrapping in the chain-ladder model of Mack
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    Estimation error and bootstrapping in the chain-ladder model of Mack (English)
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    17 December 2021
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    claims reserving
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    distribution free chain-ladder model
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    \textit{conditional} mean square error of prediction
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    Mack's formula
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    BBMW-formula
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