Full and 1-year runoff risk in the credibility-based additive loss reserving method
Wüthrich, Mario V.
- Journal Article
Journal / seriesApplied stochastic models in business and industry
SubjectStochastic claims reserving; Additive loss reserving method; Bayesian statistics; Credibility theory; Solvency; Man square error of prediction
Organisational unit08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
NotesManuscript received 25 June 2009, Manuscript revised 8 April 2011, Manuscript accepted 23 June 2011, Article first published online 8 September 2011.
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