Showing 1 - 2 of 2
The aim of this contribution is to revisit, clarify and complete the picture of uncertainty estimates in the chain-ladder (CL) claims reserving method. Therefore, we consider the conditional mean square error of prediction (MSEP) of the total prediction uncertainty (using Mack's formula) and the...
Persistent link: https://www.econbiz.de/10011293560
Persistent link: https://www.econbiz.de/10011702044