Bifurcation of attritional and large losses in an additive IBNR environment (Q4575368)
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scientific article; zbMATH DE number 6903557
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| English | Bifurcation of attritional and large losses in an additive IBNR environment |
scientific article; zbMATH DE number 6903557 |
Statements
Bifurcation of attritional and large losses in an additive IBNR environment (English)
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13 July 2018
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IBNR method
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additive method
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incremental loss ratio method
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large loss
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attritional loss
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mean squared error of prediction
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standard error
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0.877332866191864
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0.8735872507095337
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0.7450226545333862
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0.7417227625846863
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