Prediction error in the chain ladder method
Metadata only
Datum
2008Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Insurance: Mathematics and EconomicsBand
Seiten / Artikelnummer
Verlag
ElsevierThema
Claims reserving; Chain ladder method; Mean square error of predictionOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Anmerkungen
Received 23 February 2006, Revised 28 March 2007, Accepted 2 May 2007, Available online 26 May 2007.