Prediction error in the chain ladder method
dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2017-06-08T20:14:13Z
dc.date.available
2017-06-08T20:14:13Z
dc.date.issued
2008
dc.identifier.issn
0167-6687
dc.identifier.issn
1873-5959
dc.identifier.other
10.1016/j.insmatheco.2007.05.002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/11341
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Claims reserving
dc.subject
Chain ladder method
dc.subject
Mean square error of prediction
dc.title
Prediction error in the chain ladder method
dc.type
Journal Article
ethz.journal.title
Insurance: Mathematics and Economics
ethz.journal.volume
42
ethz.journal.issue
1
ethz.pages.start
378
ethz.pages.end
388
ethz.notes
Received 23 February 2006, Revised 28 March 2007, Accepted 2 May 2007, Available online 26 May 2007.
ethz.identifier.wos
ethz.identifier.nebis
000014395
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-08T20:14:29Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c01b0a7049915
ethz.ecitpid
pub:22491
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T11:35:12Z
ethz.rosetta.lastUpdated
2022-03-28T08:00:39Z
ethz.rosetta.versionExported
true
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