Asymptotic theory for Mack's model (Q2682989)
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scientific article; zbMATH DE number 7648743
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic theory for Mack's model |
scientific article; zbMATH DE number 7648743 |
Statements
Asymptotic theory for Mack's model (English)
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1 February 2023
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chain ladder model
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claims reserving
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conditional limiting theory
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limiting distribution
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Mack's model
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reserve risk
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0.8581833839416504
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0.8213897943496704
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0.8111321330070496
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0.802962601184845
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0.799933135509491
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