Bounds on the estimation error in the chain ladder method
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461230701723032
Reference10 articles.
1. The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
2. Stochastic Claims Reserving in General Insurance
3. Correlation inequalities on some partially ordered sets
4. The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
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1. Robust bootstrap procedures for the chain-ladder method;Scandinavian Actuarial Journal;2016-12-09
2. On the relationship between classical chain ladder and granular reserving;Scandinavian Actuarial Journal;2016-10-13
3. Robustifying the multivariate chain-ladder method: A comparison of two methods;Journal of Governance and Regulation;2016
4. On the Relationship Between Classical Chain Ladder and Granular Reserving;SSRN Electronic Journal;2016
5. Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method;Annals of Actuarial Science;2009-03
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