The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (Q5490572)

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scientific article; zbMATH DE number 5060036
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The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
scientific article; zbMATH DE number 5060036

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    The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (English)
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    4 October 2006
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    chain ladder
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    prediction error
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    correlation of run-offs
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    segmented portfolio
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