Estimation error and bootstrapping in the chain-ladder model of Mack
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Publication:825302
DOI10.1007/s13385-020-00241-2zbMath1476.91127OpenAlexW3086648353MaRDI QIDQ825302
Publication date: 17 December 2021
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-020-00241-2
claims reserving\textit{conditional} mean square error of predictionBBMW-formuladistribution free chain-ladder modelMack's formula
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Cites Work
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – Final Remark
- The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
- CHAIN LADDER AND ERROR PROPAGATION
- THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED
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