Estimate the development factor of chain-ladder method by using mathematical programming

zbMATH Open1349.90667MaRDI QIDQ2991695FDOQ2991695

Authors: ZhiYi Lu, Leping Liu, Hui Zhang 

Publication date: 10 August 2016

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zbMATH Keywords

quadratic programmingchain-ladder methodobjective programmingdevelopment factor

Mathematics Subject Classification ID

Quadratic programming (90C20) Multi-objective and goal programming (90C29)

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