MEAN SQUARE ERROR OF PREDICTION IN THE BORNHUETTER–FERGUSON CLAIMS RESERVING METHOD

Author: Alai D. H.   Merz M.   Wüthrich M. V.  

Publisher: Faculty of Actuaries and Institute of Actuaries

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.4, Iss.1, 2009-01, pp. : 7-31

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Abstract