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  • Search: person:"Röhr, Ancus"
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Year of publication
Subject
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Chain ladder 1 Forecasting model 1 Mack error formula 1 Prognoseverfahren 1 Statistical error 1 Statistischer Fehler 1 Theorie 1 Theory 1 claims development result 1 mean squared prediction error 1 solvency 1
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 2
Author
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Röhr, Ancus 2
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Astin bulletin : the journal of the International Actuarial Association 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Chain Ladder and Error Propagation
Röhr, Ancus - 2015
We show how estimators for the chain ladder prediction error in Mack's distribution-free stochastic model can be derived using the error propagation formula. The estimators we obtain are identical to Mack's and other previously published formulae, but we present them in a new, more compact form....
Persistent link: https://www.econbiz.de/10013016549
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Cover Image
Chain ladder and error propagation
Röhr, Ancus - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 293-330
Persistent link: https://www.econbiz.de/10011576749
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