Prediction error in the chain ladder method - Research Collection

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Author

Wüthrich, Mario V.

Date

2008

Type

Journal Article

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.insmatheco.2007.05.002

Journal / series

Insurance: Mathematics and Economics

Volume

42(1)

Pages / Article No.

378 - 388

Publisher

Elsevier

Subject

Claims reserving; Chain ladder method; Mean square error of prediction

Organisational unit

03288 - Embrechts, Paul (emeritus)

Notes

Received 23 February 2006, Revised 28 March 2007, Accepted 2 May 2007, Available online 26 May 2007.

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Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics