Existence and uniqueness of chain ladder solutions
By Greg Taylor
| Year of publication: |
2016
|
|---|---|
| Authors: | Taylor, Greg |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 47.2017, 1, p. 1-41
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| Subject: | Bayesian chain ladder | cross-classified chain ladder | EDF chain ladder | existence | loss reserving | MAP estimator | maximum likelihood estimate | Tweedie chain ladder | uniqueness | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Lieferkette | Supply chain | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2016.23 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670352