Prediction uncertainties in the Cape Cod reserving method

Publisher： Cambridge University Press

E-ISSN： 1748-5002|9|2|239-263

ISSN： 1748-4995

Source： Annals of Actuarial Science, Vol.9, Iss.2, 2015-02, pp. : 239-263

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Mean Square Error of Prediction in the Bornhuetter–Ferguson Claims Reserving Method

By  

Annals of Actuarial Science, Vol. 4, Iss. 1, 2009-03 ,pp. : 7-31

Cambridge University Press

Access to resources Recommend Favorite

Prediction Uncertainty in the Bornhuetter-Ferguson Claims Reserving Method: Revisited

By  

Annals of Actuarial Science, Vol. 5, Iss. 1, 2010-10 ,pp. : 7-17

Cambridge University Press

Access to resources Recommend Favorite

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

By  

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

Cambridge University Press

Access to resources Recommend Favorite

Bayesian over-dispersed Poisson model and the Bornhuetter Ferguson claims reserving method

By  

Annals of Actuarial Science, Vol. 6, Iss. 2, 2012-02 ,pp. : 258-283

Cambridge University Press

Access to resources Recommend Favorite

Triangle-free reserving

By  

British Actuarial Journal, Vol. 19, Iss. 1, 2013-05 ,pp. : 168-218

Cambridge University Press

Access to resources Recommend Favorite