One-year and ultimate reserve risk in Mack Chain Ladder model
Year of publication: |
2021
|
---|---|
Authors: | Szatkowski, Marcin ; Delong, Łukasz |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 9, p. 1-29
|
Publisher: |
Basel : MDPI |
Subject: | emergence pattern | Mack Chain Ladder | one-year risk | reserve risk | ultimate risk |
-
One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin, (2021)
-
Szatkowski, Marcin, (2022)
-
One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
Delong, Łukasz, (2020)
- More ...
-
One-year and ultimate reserve risk in Mack Chain Ladder model
Szatkowski, Marcin, (2021)
-
One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
Delong, Łukasz, (2020)
-
One-Year Premium Risk and Emergence Pattern of Ultimate Loss Based on Conditional Distribution
Delong, Lukasz, (2020)
- More ...