Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited (Q3067084)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5839506
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited |
scientific article; zbMATH DE number 5839506 |
Statements
Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited (English)
0 references
20 January 2011
0 references
claims reserve
0 references
loss ratio method
0 references
credibility method
0 references
minimum mean
0 references
minimum variance
0 references
chain-ladder
0 references
Benktander reserve
0 references
Neuhaus reserve
0 references
0.9032456874847412
0 references
0.8528138399124146
0 references
0.8366531729698181
0 references
0.8166124820709229
0 references
0.8042463660240173
0 references
