Full and 1‐year runoff risk in the credibility‐based additive loss reserving method

DOI10.1002/asmb.915MaRDI QIDQ5414509

Mario V. Wüthrich, Michael Merz

Publication date: 6 May 2014

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.915

zbMATH Keywords

Bayesian statistics; credibility theory; stochastic claims reserving; solvency; mean square error of prediction; additive loss reserving method

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-XX: Statistics

Related Items

CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS, The multi-year non-life insurance risk in the additive loss reserving model

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