Bounds on the estimation error in the chain ladder method
Mario V. Wüthrich Artikkel Engelsk
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*0011558159 *008090115s2008 xx# 000 0 eng *019 $bk *08230$a519.2 *100 $aWüthrich, Mario V.$uETH Zurich, Department of Mathematics, Zurich, Switzerland : mario.wuethrich@math.ethz.ch$_156817000 *245 $aBounds on the estimation error in the chain ladder method *300 $aS. [283]-300 *5208 $aInneholder sammendrag *650 $aSannsynlighetsregning$2norart$_14751100 *650 $aforsikringer$2norart$_57167600 *653 $achain ladder$9eng$_165498600 *653 $aclaims reserving$9eng$_165498700 *653 $aestimation error$9eng$_165498800 *653 $amean square error of prediction$9eng$_165498900 *653 $anon-life insurance$9eng$_161068900 *700 $aBühlmann, Hans$uETH Zurich, Department of Mathematics, Zurich, Switzerland$_159521200 *700 $aMerz, Michael;$uUniversity Tübingen, Faculty of Economics, Tübingen, Germany$_160578800 *773 $tScandinavian actuarial journal$gNo. 4 (2008)$x0346-1238$w(NO-LaBS)941286(tnr) *8564 $uhttps://doi.org/10.1080/03461230701723032 *999 $z900442678$anorart:900442678 ^