Credible Claims Reserve: The Benktander Method

A claims reserving method is reviewed which was introduced by Gunnar Benktander in 1976. ... In this paper, the mean squared errors of all 3 methods are calculated and compared on the basis of a very simple stochastic model.

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Year of publication:	2000-11-01
Authors:	Mack, Thomas
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 333-347

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Extent:	562176 bytes 16 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847108