Linear stochastic reserving methods
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Publication:2865997
DOI10.2143/AST.42.1.2160710zbMATH Open1277.91079MaRDI QIDQ2865997FDOQ2865997
Authors: René Dahms 
Publication date: 12 December 2013
Published in: ASTIN Bulletin (Search for Journal in Brave)
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stochastic reservingmean squared error of predictionclaims development resultsolvency reserving risk
Cited In (4)
- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
- A loss reserving method for incomplete claim data
- Econometric model of non-life technical provisions: the Czech insurance market case study
- Chain-ladder method and midyear loss reserving
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