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dc.contributor.author
Gisler, Alois
dc.date.accessioned
2019-09-16T07:05:10Z
dc.date.available
2019-09-16T02:45:37Z
dc.date.available
2019-09-16T07:05:10Z
dc.date.issued
2019-09
dc.identifier.issn
0515-0361
dc.identifier.issn
1783-1350
dc.identifier.other
10.1017/asb.2019.18
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/364141
dc.language.iso
en
en_US
dc.publisher
Cambridge University Press
en_US
dc.subject
claims reserving
en_US
dc.subject
distribution free chain-ladder model
en_US
dc.subject
Bayesian chain-laddermodel
en_US
dc.subject
conditional mean square error of prediction
en_US
dc.subject
ultimate run-off uncertainty
en_US
dc.subject
one-year run-off uncertainties
en_US
dc.subject
Mack’s formula
en_US
dc.subject
Wüthrich–Merz formulas
en_US
dc.subject
cost of capital loading
en_US
dc.subject
market value margin
en_US
dc.title
The reserve uncertainties in the chain ladder model of mack revisited
en_US
dc.type
Journal Article
dc.date.published
2019-07-01
ethz.journal.title
ASTIN Bulletin
ethz.journal.volume
49
en_US
ethz.journal.issue
3
en_US
ethz.journal.abbreviated
ASTIN bull.
ethz.pages.start
787
en_US
ethz.pages.end
821
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.publication.place
Cambridge
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.date.deposited
2019-09-16T02:45:41Z
ethz.source
SCOPUS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-09-16T07:05:21Z
ethz.rosetta.lastUpdated
2021-02-15T05:53:20Z
ethz.rosetta.versionExported
true
ethz.COinS
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