CHAIN LADDER AND ERROR PROPAGATION
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Publication:4563769
DOI10.1017/asb.2016.9zbMath1390.91210OpenAlexW3125585921MaRDI QIDQ4563769
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2016.9
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Estimation error and bootstrapping in the chain-ladder model of Mack, The collective reserving model, On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins, Explicit moments for a class of micro-models in non-life insurance, CHAIN-LADDER METHOD AND MIDYEAR LOSS RESERVING, THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED
Cites Work
- Prediction error in the overdispersed Poisson model for loss development triangles
- Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
- Cost-of-Capital Margin for a General Insurance Liability Runoff
- The Prediction Error of Bornhuetter/Ferguson
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
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