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

Download

Open access

Author

Date

2011-11

Type

Journal Article

ETH Bibliography

yes

Altmetrics

Download

Rights / license

Permanent link

https://doi.org/10.3929/ethz-b-000042108

Publication status

published

External links

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) / 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 publisher

More

ETH Bibliography

yes

Altmetrics

Research Collection