Outstanding claims reserving under balanced loss function

DOI10.3969/J.ISSN.1001-4268.2020.05.006MaRDI QIDQ4983972zbMATH OpenFDO

Authors Qingli Zhang, Tao Tan, Lijun Wu

Publication date 26 April 2021

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2020.05.006

zbMATH Keywords

balanced loss functionBayes chain ladder modelcredibility theoryoutstanding claims reserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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