The estimation error in the chain-ladder reserving method: A Bayesian approach

ASTIN Bulletin

Volumn 36, Issue 2, 2006, Pages 554-565

  Gisler, Alois ^a  

^a Winterthur Insurance Company   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 35348813906     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.36.2.2017939     Document Type: Article

References (3)

1. BUCHWALDER M., BÜHLMANN H., MERZ M., WÜTHRICH M.V. (2006) The Mean Square Error of Prediction in the Chain Ladder Reserving Method, ASTIN-Bulletin 00(0), 000-000.
2. MACK T. (1993) Distribution-free calculation of the standard error of Chain ladder reserve estimates. ASTIN Bulletin 23(2), 213-225.
3. MACK T., QUARG G., BRAUN Ch. (2006) The Mean Square Error of Prediction in the Chain Ladder Reserving Method - a Comment. ASTIN Bulletin 00(0), 000-000.