PREDICTION ERROR OF THE CHAIN LADDER RESERVING METHOD APPLIED TO CORRELATED RUN-OFF TRIANGLES

Author: Merz M.   Wüthrich M. V.  

Publisher: Faculty of Actuaries and Institute of Actuaries

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.2, Iss.1, 2007-01, pp. : 25-50

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Abstract