Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates-Reference-Cited by-同舟云学术

Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates

Published:1993-11 Issue:2 Volume:23 Page:213-225
ISSN:0515-0361
Container-title:ASTIN Bulletin
language:en
Short-container-title:ASTIN Bull.

Author:

Mack Thomas

Abstract

AbstractA distribution-free formula for the standard error of chain ladder reserve estimates is derived and compared to the results of some parametric methods using a numerical example.

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference10 articles.

1. Bayes and Empirical Bayes Estimation for the Chain Ladder Model

2. Separating True IBNR and IBNER Claims

3. A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves;Mack;AST1N Bulletin,1991

4. Chain ladder and interactive modelling. (Claims reserving and GLIM)

5. Second moments of estimates of outstanding claims

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