The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (Q5490572)
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scientific article; zbMATH DE number 5060036
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| English | The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles |
scientific article; zbMATH DE number 5060036 |
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The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (English)
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4 October 2006
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chain ladder
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prediction error
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correlation of run-offs
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segmented portfolio
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0.8642271757125854
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0.8323888182640076
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0.8296116590499878
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0.8170000910758972
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0.8166999816894531
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