A linear prediction model for RBNS

zbMATH Open1240.91082MaRDI QIDQ3109331FDOQ3109331

Authors: Xueli Yu, Xianyi Wu 

Publication date: 27 January 2012

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zbMATH Keywords

linear predictionchain ladderclaims reserves

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (2)

• Polya tree priors and their estimation with multi-group data
• Prediction of RBNS and IBNR claims using claim amounts and claim counts

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