An industry question : the ultimate and one-year reserving uncertainty for different non-life reserving methodologies
Year of publication: |
2014
|
---|---|
Authors: | Dal Moro, Eric ; Lo, Joseph |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 3, p. 495-499
|
Subject: | One-year volatility | bootstrapping methods | Mack model | Chain-Ladder | Bornhuetter-Ferguson | Cape-Cod | Benktander-Hovinen |
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