Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method
Revisited
dc.contributor.author
Alai, Daniel Hakim
dc.contributor.author
Merz, Michael
dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2017-06-09T08:10:30Z
dc.date.available
2017-06-09T08:10:30Z
dc.date.issued
2010-12
dc.identifier.issn
1748-5002
dc.identifier.issn
1748-4995
dc.identifier.other
10.1017/S1748499510000023
dc.identifier.uri
http://hdl.handle.net/20.500.11850/26712
dc.language.iso
en
dc.publisher
Institute of Actuaries and the Faculty of Actuaries
dc.subject
Claims Reserving
dc.subject
Bornhuetter-Ferguson
dc.subject
Overdispersed Poisson Distribution
dc.subject
Chaim Ladder Method
dc.subject
Generalized Linear Models
dc.subject
Fisher Information Matrix
dc.subject
Conditional Mean Square Error of Prediction
dc.title
Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method
dc.type
Journal Article
ethz.title.subtitle
Revisited
ethz.journal.title
Annals of Actuarial Science
ethz.journal.volume
5
ethz.journal.issue
1
ethz.pages.start
7
ethz.pages.end
17
ethz.notes
Online publication 21 October 2010.
ethz.identifier.nebis
005946775
ethz.publication.place
London
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
2017-06-09T08:10:46Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d6ca5c2f12692
ethz.ecitpid
pub:45392
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T16:09:06Z
ethz.rosetta.lastUpdated
2024-02-01T16:33:26Z
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true
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