Credibility for the chain ladder reserving method

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Author
Gisler, Alois
Wüthrich, Mario V.
Date
2008
Type
    Journal Article
Publication status
published
External links
Journal / series
ASTIN Bulletin
Volume
38(2)
Pages / Article No.
565 - 600
Publisher
Peeters
Subject
Chain Ladder; Bayes Statistics; Credibility Theory; Exponential Dispersion Family; Mean Square Error of Prediction
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)  
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
02204 - RiskLab / RiskLab  
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