Chain-ladder method and midyear loss reserving

DOI10.1017/ASB.2017.1MaRDI QIDQ5745186zbMATH OpenOpenAlexFDO

Authors René Dahms

Publication date 5 June 2018

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/asb.2017.1

zbMATH Keywords

chain ladderclaims development resultmean squared error of predictionmidyear reservingsolvency reserving riskstochastic reserving

Mathematics Subject Classification ID

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

Recommendations

• A comparison of models for the chain--ladder method
• scientific article; zbMATH DE number 5274743
• Chain Ladder Prediction and Asset Liability Management
• scientific article; zbMATH DE number 599628
• Chain ladder, marginal sum and maximum likelihood estimation

Cites work

• Chain ladder and error propagation
• Linear stochastic reserving methods
• Prediction error in the chain ladder method
• The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

This page was built for publication: Chain-ladder method and midyear loss reserving

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5745186)