The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
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Publication:3632848
DOI10.2143/AST.36.2.2017933zbMath1162.91400OpenAlexW4252764935MaRDI QIDQ3632848
Markus Buchwalder, Mario V. Wüthrich, Hans Bühlmann, Michael Merz
Publication date: 15 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.36.2.2017933
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)
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