Loss prediction based on run-off triangles
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Publication:1633246
DOI10.1007/s10182-011-0183-0zbMath1443.62370MaRDI QIDQ1633246
Publication date: 19 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-011-0183-0
prediction; linear model; credibility theory; development pattern; loss reserving; run-off triangle; maximum-likelihood estimation; marginal-sum estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G05: Actuarial mathematics