Holt-winters method for run-off triangles in claims reserving (Q6201526): Difference between revisions
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scientific article; zbMATH DE number 7807631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Holt-winters method for run-off triangles in claims reserving |
scientific article; zbMATH DE number 7807631 |
Statements
Holt-winters method for run-off triangles in claims reserving (English)
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21 February 2024
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claims reserving
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ETS model
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Holt-winters method
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IBNR
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prediction error
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reserving risk
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run-off triangle
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state space model
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