Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models-Reference-Cited by-同舟云学术

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

Published:2016-03 Issue: Volume:67 Page:187-199
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Diers Dorothea,Linde Marc,Hahn Lukas

Publisher

Elsevier BV

Subject

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

Reference17 articles.

1. Böhm, H., Glaab, H., 2006. Modellierung des Kalenderjahr-Risikos im additiven und multiplikativen Schadenreservierungsmodell. Annual Meeting of the German Actuarial Society. ASTIN-Tagung 2006.

2. The mean square error of prediction in the chain ladder reserving method (Mack and Murphy Revisited);Buchwalder;Astin Bull.,2006

3. Statistical Inference;Casella,2002

4. Interne Risikomodelle in der Schaden-/Unfallversicherung,2008

5. Multi-year non-life insurance risk;Diers;J. Risk Finance,2013

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