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An Extension of Mack's Model for the Chain Ladder Method
4 references·0 citing·10 second hop
An Extension of Mack's Model for the Chain Ladder Method (1996)An Extension of Mack's Model for the Chai…Which stochastic model is underlying the chain ladder method? (1994)Which stochastic model is und…Measuring the variability of chain ladder reserve estimates. (1994)Measuring the variability of …Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Separating True IBNR and IBNER Claims (1991)Separating True IBNR and IBNE…Non-Life Insurance Mathematics (1988)Non-Life Insurance Mathematics. (1990)A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (2016)IBNR-claims and the two-way model of ANOVA (1982)Bayesian Estimation of Outstanding Claim Reserves (2002)Bootstrap Methodology in Claim Reserving (2003)Credibility for the Chain Ladder Reserving Method (2008)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Stochastic Claims Reserving in General Insurance (2002)Machine Learning for Financial Risk Management: A Survey (2020)
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References

  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 1994Which stochastic model is underlying the chain ladder method?86 cited
  • 1994Measuring the variability of chain ladder reserve estimates.41 cited
  • 1991Separating True IBNR and IBNER Claims39 cited

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