A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) (Q1974046)
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scientific article; zbMATH DE number 1441575
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| English | A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) |
scientific article; zbMATH DE number 1441575 |
Statements
A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) (English)
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24 January 2002
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over-dispersed Poisson model
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maximum likelihood estimator
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distribution-free
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chain ladder
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0.8824785351753235
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0.8690934181213379
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0.8554784059524536
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0.8547952175140381
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