Taylor, Greg - In: Risks : open access journal 13 (2025) 7, pp. 1-32
for one time unit (here called mesh size) remains so for another is investigated. The conditions under which the model … does remain valid are established. There are various ways in which the mesh size of a data triangle may be varied, two of …, an increase in mesh size always increases the variance of the loss reserve estimate (subject to mild technical conditions …