Prediction error of the chain ladder reserving method applied to correlated run-off triangles
by M. Merz and M. V. Wüthrich
| Year of publication: |
2007
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|---|---|
| Authors: | Merz, M. ; Wüthrich, M. V. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 2.2007, 1, p. 25-50
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| Subject: | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Kointegration | Cointegration | Theorie | Theory | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| 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/10003838118