Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (Q5138046)
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scientific article; zbMATH DE number 7281530
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| English | Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis |
scientific article; zbMATH DE number 7281530 |
Statements
Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis (English)
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3 December 2020
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chain ladder
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IBNR reserve
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insurance company
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linear regression models
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mean squared error
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runoff triangle
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0.8334144
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0.83161867
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0.81966186
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0.8188988
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0.81712085
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