Estimation error and bootstrapping in the chain-ladder model of Mack
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-020-00241-2.pdf
Reference11 articles.
1. Buchwalder M, Bühlmann H, Merz M, Wüthrich M (2006) The mean square error of prediction in the chain ladder reserving method (Mack and Murphy Revisited). ASTIN Bull 36(2):521–542
2. Buchwalder M, Bühlmann H, Merz M, Wüthrich M (2006) The mean square error of prediction in the chain Ladder reserving method-final remark. ASTIN Bull 36(2):553
3. Diers D, Linde M, Hahn L (2016) Quantification of multi-year non-life insurance risk in chain ladder reserving models. Insur Math Econ 67:187–199
4. Gisler A (2006) The estimation error in the chain-ladder reserving method: a Bayesian approach. ASTIN Bull 36(2):554–565
5. Gisler A (2016) The chain ladder reserve uncertainties revisited. Paper presented at the ASTIN colloquium 2016 in Lisbon
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