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Search: subject:"Distribution-free chain-ladder model"
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Bayes-Statistik
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Bayesian chain-ladder model
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Bayesian inference
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Claims reserving
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Conditional mean square error of prediction
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Distribution-free chain-ladder model
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Forecasting model
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Mack’s formula
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Risiko
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Risk
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Ultimate prediction uncertainty
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Wüthrich-Merz formulas
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claims reserving
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conditional mean square error of prediction
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cost of capital loading
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distribution free chain-ladder model
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market value margin
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one-year run-off uncertainties
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ultimate run-off uncertainty
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Gisler, Alois
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Siegenthaler, Filippo
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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Unbiased estimator for the ultimate claim prediction error in the chain-ladder model of Mack
Siegenthaler, Filippo
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 118-144
Persistent link: https://www.econbiz.de/10014306892
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The reserve uncertainties in the chain ladder model of mack revisited
Gisler, Alois
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 787-821
Persistent link: https://www.econbiz.de/10012125164
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