Showing 1 - 2 of 2
In this paper we extend the classical chain-ladder claims reserving method using fuzzy methods. Therefore, we derive new estimators for the claims development factors as well as new predictors for the ultimate claims. The advantage in using fuzzy numbers lies in the fact that the model...
Persistent link: https://www.econbiz.de/10011046576
Persistent link: https://www.econbiz.de/10011621193