This paper is concerned with the estimation of forecast error, particularly in relation to insurance loss reserving. Forecast error is generally regarded as consisting of three components, namely parameter, process and model errors. The first two of these components, and their estimation, are...

Basic concepts of grey system theory -- Preprocessing of grey data -- Homogeneous exponential sequence grey prediction model -- Inhomogeneous exponential sequence grey prediction model -- Saturated S-shape sequence grey prediction model -- Multivariable grey prediction model -- Special sequence...