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ArticleSecond moments of estimates of outstanding claims

Greg Taylor1983

Article1983

Second moments of estimates of outstanding claims

Greg Taylor · Frank Ashe

128 citations·0/0 files stored·Journal of Econometrics

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

1979Prediction and Improved Estimation in Linear Models

Cited by

2006Predictive Distributions of Outstanding Liabilities in General Insurance 2002Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty 2003Bootstrap Methodology in Claim Reserving 1989Chain ladder and interactive modelling. (Claims reserving and GLIM)2002Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”1990Bayes and Empirical Bayes Estimation for the Chain Ladder Model 1989A state space representation of the chain ladder linear model 2002Bayesian Estimation of Outstanding Claim Reserves

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Details

Year1983

Typearticle

Published1983-09-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations128

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0304-4076(83)90074-x

openalex_workW1994043281

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