Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving model - Research Collection

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Author

Saluz, Annina

Gisler, Alois

Wüthrich, Mario V.

Date

2011-11

Type

Journal Article

Citations

Cited 3 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.2143/AST.41.2.2136979

Journal / series

Astin bulletin

Volume

41(2)

Pages / Article No.

279 - 317

Publisher

Peeters

Subject

Claims reserving; Bornhuetter-Ferguson method; Mean square error of prediction; Claims development result

Organisational unit

03288 - Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)

Notes

.

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Citations

Cited 3 times in Web of Science

ETH Bibliography

yes

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