Prediction error of the expected claims development result in the chain lader method

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Author
Merz, Michael
Wüthrich, Mario V.
Date
2007
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Mitteilungen / Schweizerische Aktuarvereinigung
Volume
(1)
Pages / Article No.
117 - 137
Publisher
Verlag Stämpfli + Cie AG
Organisational unit
03288 - Embrechts, Paul (emeritus)  
Notes
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