A general multivariate chain ladder model
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Publication:661202
DOI10.1016/j.insmatheco.2010.03.002zbMath1231.91258OpenAlexW2080387508MaRDI QIDQ661202
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.03.002
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Uses Software
Cites Work
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- Prediction of outstanding payments in a Poisson cluster model
- EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION
- Prediction Error of the Multivariate Chain Ladder Reserving Method
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
- The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
- Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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