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  • Search: subject:"Cape cod"
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Subject
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Theorie 2 Theory 2 Benktander-Hovinen 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Bornhuetter-Ferguson 1 Cape Cod method 1 Cape cod 1 Cape-Cod 1 Chain ladder 1 Chain-Ladder 1 Claims development result 1 Claims reserving 1 Exponential dispersion family 1 Familie 1 Familienunternehmen 1 Family 1 Family business 1 Foreign exchange reserves 1 Loss reserve 1 MLE 1 MVUE 1 Mack model 1 Mean square error of prediction 1 ODP 1 One-year volatility 1 Tweedie family 1 Volatility 1 Volatilität 1 Währungsreserven 1 bootstrapping methods 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Dal Moro, Eric 1 Lo, Joseph 1 Saluz, Annina 1 Taylor, Greg 1
Published in...
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Annals of actuarial science 1 Astin bulletin : the journal of the International Actuarial Association 1 Insurance 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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A Cape Cod model for the exponential dispersion family
Taylor, Greg - In: Insurance 85 (2019), pp. 126-137
Persistent link: https://www.econbiz.de/10011990621
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Prediction uncertainties in the Cape Cod reserving method
Saluz, Annina - In: Annals of actuarial science 9 (2015) 2, pp. 239-263
Persistent link: https://www.econbiz.de/10011541968
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An industry question : the ultimate and one-year reserving uncertainty for different non-life reserving methodologies
Dal Moro, Eric; Lo, Joseph - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 495-499
Persistent link: https://www.econbiz.de/10010407967
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