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Search: subject:"Mack model"
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Mack's model
3
Bornhuetter-Ferguson
2
Mack model
2
Theorie
2
Theory
2
Bayes-Statistik
1
Bayesian chain ladder
1
Bayesian inference
1
Benktander-Hovinen
1
Bootstrap
1
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1
Bootstrap consistency
1
Bootstrap-Verfahren
1
Cape-Cod
1
Chain ladder model
1
Chain-Ladder
1
Claims reserving
1
Conditional limiting theory
1
Delta method
1
Induktive Statistik
1
Limiting distribution
1
Log-Normal model (Christophides)
1
Loss reserving
1
Mack bootstrap
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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One-year volatility
1
Overdispersed Poisson model
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Predictive inference
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Reserve risk
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Solvency II
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Statistical inference
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Tail Value-at-risk
1
Tweedie family
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Value-at-risk
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bootstrapping methods
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chain ladder
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column effects
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cross-classified model
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exponential dispersion family
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Jentsch, Carsten
2
Steinmetz, Julia
2
Dal Moro, Eric
1
Haffar, Adlane
1
Khordj, Mohamed
1
Lo, Joseph
1
Taylor, Greg
1
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Astin bulletin : the journal of the International Actuarial Association
2
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
Revue Gestion 2000 : management & prospective
1
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ECONIS (ZBW)
5
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1
Bootstrap consistency for the Mack bootstrap
Steinmetz, Julia
;
Jentsch, Carsten
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 83-121
Persistent link: https://www.econbiz.de/10015066731
Saved in:
2
Asymptotic theory for
Mack
's
model
Steinmetz, Julia
;
Jentsch, Carsten
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 223-268
Persistent link: https://www.econbiz.de/10013471244
Saved in:
3
Provisionnement et mesure de risque en assurance dommage dans le cadre de Solvabilité II
Khordj, Mohamed
;
Haffar, Adlane
;
Teulon, Frédéric
- In:
Revue Gestion 2000 : management & prospective
34
(
2017
)
3
,
pp. 137-168
Persistent link: https://www.econbiz.de/10011964551
Saved in:
4
Bayesian chain ladder models
Taylor, Greg
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10010506428
Saved in:
5
An industry question : the ultimate and one-year reserving uncertainty for different non-life reserving methodologies
Dal Moro, Eric
;
Lo, Joseph
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 495-499
Persistent link: https://www.econbiz.de/10010407967
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