Uncertainty of the claims development result in the chain ladder method
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Date
2009Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Scandinavian Actuarial JournalVolume
(1)Pages / Article No.
Publisher
Taylor & FrancisSubject
Non-life insurance; Claims reserving; Chain ladder method; Mean square error of prediction; Claims development result; Solvency IIOrganisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
Accepted 8 January 2008.More
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ETH Bibliography
yes
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