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The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
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The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)The Standard Error of Chain Ladder Reserv…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Prediction accuracy for reservation-based forecasting methods applied in Revenue Management (2019)Prediction accuracy for reser…A machine learning approach for individual claims reserving in insurance (2019)A machine learning approach f…On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins (2018)On the Lifetime and One-Year …INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)INDIVIDUAL LOSS RESERVING WIT…A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)A Bayesian Non-Linear Model f…A general multivariate chain ladder model (2010)A general multivariate chain …The Prediction Error of Bornhuetter/Ferguson (2008)The Prediction Error of Bornh…The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)The Mean Square Error of Pred…The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)The Mean Square Error of Pred…The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (2004)The Prediction Error of the C…Stochastic Claims Reserving in General Insurance (2002)Double Chain Ladder and Bornhuetter-Ferguson (2013)Non-Life Insurance: Mathematics & Statistics (2013)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)An Individual Claims History Simulation Machine (2018)Neural networks applied to chain–ladder reserving (2018)The Taming of Chance (1990)Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Recent Challenges in Actuarial Science (2021)Time-Series Forecasting (2000)The Theory and Practice of Revenue Management (2004)Introduction to Time Series and Forecasting (2016)Hotel demand forecasting: a comprehensive literature review (2022)Impact of Employee Training Programs on Service Performance in Restaurants (2024)Lead times in flux: Analyzing Airbnb booking dynamics during global Upheavals (2018–2022) (2025)Coherent Measures of Risk (1999)Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Dependence modelling in multivariate claims run-off triangles (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment (2006)Credibility for the Chain Ladder Reserving Method (2008)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Machine Learning for Financial Risk Management: A Survey (2020)Uncertainty of the claims development result in the chain ladder method (2008)Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (2009)
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References

  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited

Cited by

  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)73 cited
  • 2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
  • 2004The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles63 cited
  • 2019A machine learning approach for individual claims reserving in insurance60 cited
  • 2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins51 cited
  • 2011A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments50 cited
  • 2008The Prediction Error of Bornhuetter/Ferguson46 cited
  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)43 cited
  • 2019Prediction accuracy for reservation-based forecasting methods applied in Revenue Management36 cited
  • 2010A general multivariate chain ladder model32 cited

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