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

Open access
Date
2011-11Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Permanent link
https://doi.org/10.3929/ethz-b-000042108Publication status
publishedExternal links
Journal / series
ASTIN BulletinVolume
Pages / Article No.
Publisher
PeetersSubject
Claims reserving; Bornhuetter-Ferguson method; Mean square error of prediction; Claims development resultOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
02204 - RiskLab / RiskLab
Notes
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
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ETH Bibliography
yes
Altmetrics