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ASTIN Bulletin
Volumn 34, Issue 2, 2004, Pages 399-423
The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
Author keywords

Chain Ladder; Correlation of Run offs; Prediction Error; Segmented Portfolio
Indexed keywords

EID: 85011454433     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013751     Document Type: Article
Times cited : (43)
References (8)
  • 1
    • 84974312748 scopus 로고
    • Additivity of Chain-Ladder Projections
    • Ajne, B. (1994) Additivity of Chain-Ladder Projections. ASTIN Bulletin. 24, 311–318.
    • (1994) ASTIN Bulletin , vol.24 , pp. 311-318
    • Ajne, B.1
  • 2
    • 77955140149 scopus 로고    scopus 로고
    • Correlation and the Aggregation of Unpaid Loss Distributions
    • 2002
    • Brehm, P. (2002) Correlation and the Aggregation of Unpaid Loss Distributions, CAS Forum Fall. 2002, 1–24.
    • (2002) CAS Forum Fall , pp. 1-24
    • Brehm, P.1
  • 3
    • 85011506935 scopus 로고    scopus 로고
    • Reserving Judgement - Considerations Relevant to Insurance Liability Assessment Under GPS210, XIV General Insurance Seminar, Institute of Actuaries of Australia
    • Houltram, A. (2003) Reserving Judgement - Considerations Relevant to Insurance Liability Assessment Under GPS210, XIV General Insurance Seminar, Institute of Actuaries of Australia.
    • (2003)
    • Houltram, A.1
  • 4
    • 77955130951 scopus 로고    scopus 로고
    • Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business
    • 2002
    • Kirschner, G., Kerley, C. and Isaacs, B. (2002) Two Approaches to Calculating Correlated Reserve Indications Across Multiple Lines of Business, CAS Forum Fall. 2002, 211–246.
    • (2002) CAS Forum Fall , pp. 211-246
    • Kirschner, G.1    Kerley, C.2    Isaacs, B.3
  • 5
    • 84972048649 scopus 로고
    • Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates
    • Mack, T. (1993) Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates. ASTIN Bulletin. 23, 213–225.
    • (1993) ASTIN Bulletin , vol.23 , pp. 213-225
    • Mack, T.1
  • 6
    • 31944451622 scopus 로고    scopus 로고
    • Schadenversicherungsmathematik
    • 2nd Edition, Verlag Versicherungswirtschaft e.V., Karlsruhe.
    • Mack, T. (2002) Schadenversicherungsmathematik, 2nd Edition, Verlag Versicherungswirtschaft e.V., Karlsruhe.
    • (2002)
    • Mack, T.1
  • 7
    • 85011519648 scopus 로고    scopus 로고
    • The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
    • Mack, T. (1999) The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. ASTIN Bulletin. 29, 361–366.
    • (1999) ASTIN Bulletin , vol.29 , pp. 361-366
    • Mack, T.1

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