Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (Q3462360)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models |
scientific article |
Statements
Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (English)
0 references
5 January 2016
0 references
aggregate data model
0 references
Bornhuetter-Ferguson algorithm
0 references
chain ladder algorithm
0 references
individual data model
0 references
loss reserving
0 references
maximum likelihood estimate
0 references
