Holt-winters method for run-off triangles in claims reserving
From MaRDI portal
Publication:6201526
DOI10.1007/s13385-023-00348-2MaRDI QIDQ6201526
Publication date: 21 February 2024
Published in: European Actuarial Journal (Search for Journal in Brave)
prediction error; state space model; run-off triangle; claims reserving; IBNR; reserving risk; ETS model; Holt-winters method
91G05: Actuarial mathematics