Estimation error and bootstrapping in the chain-ladder model of Mack (Q825302)
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scientific article; zbMATH DE number 7447468
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| English | Estimation error and bootstrapping in the chain-ladder model of Mack |
scientific article; zbMATH DE number 7447468 |
Statements
Estimation error and bootstrapping in the chain-ladder model of Mack (English)
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17 December 2021
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claims reserving
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distribution free chain-ladder model
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\textit{conditional} mean square error of prediction
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Mack's formula
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BBMW-formula
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0.8482391
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0.8405925
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0.8393667
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0.8363498
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0.8327887
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