Prediction Error of the Chain Ladder Reserving Method applied to Correlated Run-off Triangles

Publisher: Cambridge University Press

E-ISSN: 1748-5002|2|1|25-50

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.2, Iss.1, 2007-03, pp. : 25-50

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Abstract