Consistent loss prediction for a portfolio and its subportfolios

DOI10.1080/03461238.2012.749508MaRDI QIDQ4576869zbMATH OpenOpenAlexFDO

Authors Sebastian Fuchs

Publication date 11 July 2018

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2012.749508

zbMATH Keywords

additivitydualityseparationchain-ladder methodaggregation problemadditive method

Mathematics Subject Classification ID

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