Modified Munich chain-ladder method
Year of publication: |
2015
|
---|---|
Authors: | Merz, Michael ; Wüthrich, Mario V. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 3.2015, 4, p. 624-646
|
Publisher: |
Basel : MDPI |
Subject: | Munich chain-ladder method | claims reserving | prediction uncertainty | mean-square error of prediction | multivariate Gaussian model | paid and incurred claims |
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