An industry question : the ultimate and one-year reserving uncertainty for different non-life reserving methodologies
By Eric Dal Moro and Joseph Lo
| Year of publication: |
2014
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|---|---|
| Authors: | Dal Moro, Eric ; Lo, Joseph |
| 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, 3, p. 495-499
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| Subject: | One-year volatility | bootstrapping methods | Mack model | Chain-Ladder | Bornhuetter-Ferguson | Cape-Cod | Benktander-Hovinen | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Theorie | Theory | Währungsreserven | Foreign exchange reserves |
| 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/10010407967