Metadata only
Autor(in)
Datum
2019-09Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
ASTIN BulletinBand
Seiten / Artikelnummer
Verlag
Cambridge University PressThema
claims reserving; distribution free chain-ladder model; Bayesian chain-laddermodel; conditional mean square error of prediction; ultimate run-off uncertainty; one-year run-off uncertainties; Mack’s formula; Wüthrich–Merz formulas; cost of capital loading; market value marginOrganisationseinheit
02204 - RiskLab / RiskLab