Prediction error in the chain ladder method
Metadata only
Date
2008Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Insurance: Mathematics and EconomicsVolume
Pages / Article No.
Publisher
ElsevierSubject
Claims reserving; Chain ladder method; Mean square error of predictionOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Received 23 February 2006, Revised 28 March 2007, Accepted 2 May 2007, Available online 26 May 2007.More
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