Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving model
Open access
Datum
2011-11Typ
- Journal Article
ETH Bibliographie
yes
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Persistenter Link
https://doi.org/10.3929/ethz-b-000042108Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
ASTIN BulletinBand
Seiten / Artikelnummer
Verlag
PeetersThema
Claims reserving; Bornhuetter-Ferguson method; Mean square error of prediction; Claims development resultOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
02204 - RiskLab / RiskLab
Anmerkungen
It was possible to publish this article open access thanks to a Swiss National Licence with the publisherETH Bibliographie
yes
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