THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED (Q4972125)
From MaRDI portal
scientific article; zbMATH DE number 7135580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED |
scientific article; zbMATH DE number 7135580 |
Statements
THE RESERVE UNCERTAINTIES IN THE CHAIN LADDER MODEL OF MACK REVISITED (English)
0 references
22 November 2019
0 references
claims reserving
0 references
distribution free chain-ladder model
0 references
Bayesian chain-ladder model
0 references
conditional mean square error of prediction
0 references
ultimate run-off uncertainty
0 references
one-year run-off uncertainties
0 references
Mack's formula
0 references
Wüthrich-Merz formulas
0 references
cost of capital loading
0 references
market value margin
0 references
0 references
0 references
