Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (Q5138046)

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scientific article; zbMATH DE number 7281530
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English
Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis
scientific article; zbMATH DE number 7281530

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    Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (English)
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    3 December 2020
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    chain ladder
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    IBNR reserve
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    insurance company
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    linear regression models
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    mean squared error
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    runoff triangle
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