A bifurcation approach for attritional and large losses in chain ladder calculations
by Ulrich Riegel
| 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
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| Subject: | IBNR method | chain ladder | large loss | attritional loss | mean squared error of prediction | standard error | Prognoseverfahren | Forecasting model | Verlust | Loss | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240676