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 22133707. - Vol. 2.2007, 1, p. 25-50
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