Full and 1-year runoff risk in the credibility-based additive loss reserving method

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Author

Date

2012

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Applied stochastic models in business and industry

Volume

28(4)

Pages / Article No.

362 - 380

Publisher

Wiley

Subject

Stochastic claims reserving; Additive loss reserving method; Bayesian statistics; Credibility theory; Solvency; Man square error of prediction

Organisational unit

08813 - Wüthrich, Mario Valentin (Tit.-Prof.)

Notes

Manuscript 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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ETH Bibliography

yes

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