Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
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Publication:3632854
DOI10.2143/AST.36.2.2017940zbMath1162.91442OpenAlexW4247425586MaRDI QIDQ3632854
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.36.2.2017940
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)
Related Items (6)
Robust bootstrap procedures for the chain-ladder method ⋮ Entropy programming modeling of IBNR claims reserves ⋮ Prediction error in the chain ladder method ⋮ Bounds on the estimation error in the chain ladder method ⋮ Prediction Error of the Multivariate Chain Ladder Reserving Method ⋮ A Robustification of the Chain-Ladder Method
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