Credibility for the chain ladder reserving method

ASTIN Bulletin

Volumn 38, Issue 2, 2008, Pages 565-600

  Gisler, Alois ^a   Wüthrich, Mario V ^b  

^a Winterthur Insurance Company   (Switzerland)

^b ETH ZURICH   (Switzerland)

Author keywords

Bayes statistics; Chain ladder; Credibility theory; Exponential dispersion family; Mean square error of prediction

Indexed keywords

EID: 58149173361     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.38.2.2033354     Document Type: Article

References (21)

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