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  • Search: subject:"mean squared error of prediction"
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Year of publication
Subject
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Forecasting model 3 Prognoseverfahren 3 Estimation theory 2 Schätztheorie 2 claims development result 2 mean squared error of prediction 2 Chain Ladder 1 Foreign exchange reserves 1 IBNR method 1 Loss 1 Mean squared error of prediction 1 Risikomanagement 1 Risk management 1 Stochastic reserving 1 Theorie 1 Theory 1 Verlust 1 Währungsreserven 1 attritional loss 1 chain ladder 1 chain ladder method 1 large loss 1 midyear reserving 1 reserving methods 1 solvency reserving risk 1 standard error 1 ultimate claim amount 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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Dahms, René 1 Lindholm, Mathias 1 Lindskog, Filip 1 Riegel, Ulrich 1 Wahl, Felix 1
Published in...
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Astin bulletin : the journal of the International Actuarial Association 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Estimation of conditional mean squared error of prediction for claims reserving
Lindholm, Mathias; Lindskog, Filip; Wahl, Felix - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 93-128
Persistent link: https://www.econbiz.de/10012194075
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Chain-ladder method and midyear loss reserving
Dahms, René - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10011875572
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A bifurcation approach for attritional and large losses in chain ladder calculations
Riegel, Ulrich - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 127-172
Persistent link: https://www.econbiz.de/10010240676
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