Bounds on the estimation error in the chain ladder method
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Publication:3077722
DOI10.1080/03461230701723032zbMath1224.91095OpenAlexW2006779014MaRDI QIDQ3077722
Michael Merz, Mario V. Wüthrich, Hans Bühlmann
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230701723032
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Related Items (5)
Robust bootstrap procedures for the chain-ladder method ⋮ On the relationship between classical chain ladder and granular reserving ⋮ Uncertainty of the claims development result in the chain ladder method ⋮ Prediction Error of the Multivariate Chain Ladder Reserving Method ⋮ A Robustification of the Chain-Ladder Method
Cites Work
- Correlation inequalities on some partially ordered sets
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment
- The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
- Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
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