Asymptotic theory for Mack's model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference16 articles.
1. Time Series: Theory and Methods;Brockwell,1991
2. The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited);Buchwalder;ASTIN Bulletin: The Journal of the IAA,2006
3. The reserve uncertainties in the chain ladder model of Mack revisited;Gisler;ASTIN Bulletin: The Journal of the IAA,2019
4. Estimation error and bootstrapping in the chain-ladder model of Mack;Gisler;European Actuarial Journal,2021
5. Over-dispersed age-period-cohort models;Harnau;Journal of the American Statistical Association,2018
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1. Estimating the effective reproduction number of COVID-19 via the chain ladder method;Japanese Journal of Statistics and Data Science;2024-06-01
2. Bootstrap consistency for the Mack bootstrap;Insurance: Mathematics and Economics;2024-03
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