An incremental loss ratio method using prior information on calendar year effects

DOI10.1007/s13385-022-00315-3zbMath1521.91319OpenAlexW4280532450MaRDI QIDQ6173882

Ulrich Riegel

Publication date: 13 July 2023

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-022-00315-3

zbMATH Keywords

EM algorithmloss developmentadditive claims reserving modelcalendar year effects modeling

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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