Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result
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Publication:3067093
DOI10.2143/AST.39.1.2038065zbMath1205.91078MaRDI QIDQ3067093
Hans Bühlmann, Franco Moriconi, Alois Gisler, Mario V. Wüthrich, Massimo de Felice
Publication date: 20 January 2011
Published in: ASTIN Bulletin (Search for Journal in Brave)
chain ladder method; solvency; claims reserving; mean square error of prediction; claims development result; credibility chain ladder method; liability at maturity; loss experience prior accident years; year end expectation
62P05: Applications of statistics to actuarial sciences and financial mathematics
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