Estimate the development factor of chain-ladder method by using mathematical programming

MaRDI QIDQ2991695zbMATH OpenFDO

Authors ZhiYi Lu, Leping Liu, Hui Zhang

Publication date 10 August 2016

zbMATH Keywords

chain-ladder methoddevelopment factorobjective programmingquadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Multi-objective and goal programming (90C29)

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