Prediction error for credible claims reserves: an \(h\)-likelihood approach (Q487577): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G50 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6389505 / rank | |||
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| Property / zbMATH Keywords | |||
claims reserves | |||
| Property / zbMATH Keywords: claims reserves / rank | |||
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chain-ladder | |||
| Property / zbMATH Keywords: chain-ladder / rank | |||
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Bornhuetter-Ferguson | |||
| Property / zbMATH Keywords: Bornhuetter-Ferguson / rank | |||
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credible claims reserves | |||
| Property / zbMATH Keywords: credible claims reserves / rank | |||
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hierarchical generalized linear models | |||
| Property / zbMATH Keywords: hierarchical generalized linear models / rank | |||
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\(h\)-likelihood | |||
| Property / zbMATH Keywords: \(h\)-likelihood / rank | |||
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conditional mean square error of prediction | |||
| Property / zbMATH Keywords: conditional mean square error of prediction / rank | |||
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Revision as of 21:55, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction error for credible claims reserves: an \(h\)-likelihood approach |
scientific article |
Statements
Prediction error for credible claims reserves: an \(h\)-likelihood approach (English)
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22 January 2015
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claims reserves
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chain-ladder
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Bornhuetter-Ferguson
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credible claims reserves
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hierarchical generalized linear models
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\(h\)-likelihood
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conditional mean square error of prediction
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