Modified Munich chain-ladder method
Year of publication: |
2015
|
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Authors: | Merz, Michael ; Wüthrich, Mario V. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 3.2015, 4, p. 624-646
|
Subject: | Munich chain-ladder method | claims reserving | prediction uncertainty | mean-square error of prediction | multivariate Gaussian model | paid and incurred claims | Theorie | Theory | Prognoseverfahren | Forecasting model |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks3040624 [DOI] hdl:10419/167872 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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