Consistent loss prediction for a portfolio and its subportfolios (Q4576869)
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scientific article; zbMATH DE number 6901177
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| default for all languages | No label defined |
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| English | Consistent loss prediction for a portfolio and its subportfolios |
scientific article; zbMATH DE number 6901177 |
Statements
Consistent loss prediction for a portfolio and its subportfolios (English)
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11 July 2018
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additive method
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additivity
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aggregation problem
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chain-ladder method
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duality
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separation
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0.7584162950515747
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0.7523467540740967
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0.740561306476593
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0.7266799807548523
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0.7243416905403137
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