Uncertainty of the claims development result in the chain ladder method
Mario V. Wüthrich Artikkel Engelsk
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*0011561864 *008090324s2009 xx# 000 0 eng *019 $bk *08230$a368.01 *08230$a519.2 *100 $aWüthrich, Mario V.$uDepartment of Mathematics, ETH Zurich, Zurich, Switzerland$_156817000 *245 $aUncertainty of the claims development result in the chain ladder method *300 $aS. [63]-84 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $aSannsynlighetsregning$2norart$_14751100 *650 $aforsikringer$2norart$_57167600 *653 $achain ladder method$9eng$_165720500 *653 $aclaims development result$9eng$_165720600 *653 $aclaims reserving$9eng$_165498700 *653 $amean square error of prediction$9eng$_165498900 *653 $anon-life insurance$9eng$_161068900 *653 $asolvency II$9eng$_160579100 *700 $aLysenko, Natalia$uDepartment of Mathematics, ETH Zurich, Zurich, Switzerland$_165720700 *700 $aMerz, Michael;$uUniversity Tübingen, Faculty of Economics, Tübingen, Germany : michael.merz@uni-tuebingen.de$_160578800 *773 $tScandinavian actuarial journal$gNo. 1 (2009)$x0346-1238$w(NO-LaBS)941286(tnr) *8564 $uhttps://doi.org/10.1080/03461230801979732 *999 $z900446390$anorart:900446390 ^