A bifurcation approach for attritional and large losses in chain ladder calculations
Year of publication: |
2014
|
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Authors: | Riegel, Ulrich |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 1, p. 127-172
|
Subject: | IBNR method | chain ladder | large loss | attritional loss | mean squared error of prediction | standard error | Prognoseverfahren | Forecasting model | Verlust | Loss | Schätztheorie | Estimation theory |
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