Asymptotic consistency and inconsistency of the chain ladder-Reference-Cited by-同舟云学术

Asymptotic consistency and inconsistency of the chain ladder

Published:2012-09 Issue:2 Volume:51 Page:472-479
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pešta Michal,Hudecová Šárka

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference10 articles.

1. Bootstrap, resampling and Mallows metric;Belyaev,1995

2. Stochastic claims reserving in general insurance (with discussion);England;British Actuarial Journal,2002

3. Distribution-free calculation of the standard error of chain ladder reserve estimates;Mack;ASTIN Bulletin,1993

4. Mack, T., 1994a. Measuring the variability of chain ladder reserve estimates. In: Proceedings of the Casualty Actuarial Society Forum, Spring 1994. pp. 101–182.

5. Which stochastic model is underlying the chain ladder model?;Mack;Insurance: Mathematics and Economics,1994

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