The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

Publisher: Cambridge University Press

E-ISSN: 1783-1350|36|2|521-542

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.36, Iss.2, 2006-11, pp. : 521-542

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Abstract