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The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles

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References

1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
1999The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor99 cited

Cited by

2012Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework56 cited
2008Prediction Error of the Multivariate Chain Ladder Reserving Method51 cited
2012Dependence modelling in multivariate claims run-off triangles41 cited
2012Modeling Dependence between Loss Triangles41 cited
2006Multivariate loss prediction in the multivariate additive model36 cited
2010A general multivariate chain ladder model32 cited
2015MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS32 cited

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