Prediction error in the chain ladder method
Publication status
publishedJournal / series
Insurance. Mathematics & economicsVolume
Pages
Publisher
ElsevierSubject
Claims reserving; Chain ladder method; Mean square error of predictionOrganisational unit
03288 - Embrechts, Paul
Notes
Received 23 February 2006, Revised 28 March 2007, Accepted 2 May 2007, Available online 26 May 2007.More
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