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The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
2 references·5 citing·17 second hop
The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)The Mean Square Error of Prediction in th…The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)The Standard Error of Chain L…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (2009)Recursive Credibility Formula…Uncertainty of the claims development result in the chain ladder method (2008)Uncertainty of the claims dev…Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Prediction Error of the Multi…Credibility for the Chain Ladder Reserving Method (2008)Credibility for the Chain Lad…The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment (2006)The Mean Square Error of Pred…Stochastic Claims Reserving in General Insurance (2002)Stochastic claims reserving methods in insurance (2008)A new approach to the credibility formula (2009)Chain ladder method: Bayesian bootstrap versus classical bootstrap (2010)Encyclopedia of Actuarial Science (2006)Scandinavian Actuarial Journal (2008)A general multivariate chain ladder model (2010)Dependence modelling in multivariate claims run-off triangles (2012)Modeling Dependence between Loss Triangles (2012)Modelling The Claims Development Result For Solvency Purposes (2008)Stochastic Simulation (1987)The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (2004)INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)A machine learning approach for individual claims reserving in insurance (2019)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Machine Learning for Financial Risk Management: A Survey (2020)A Robustification of the Chain-Ladder Method (2009)
this work references cited by second hop

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

  • 2008Prediction Error of the Multivariate Chain Ladder Reserving Method51 cited
  • 2008Credibility for the Chain Ladder Reserving Method49 cited
  • 2006The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment48 cited
  • 2008Uncertainty of the claims development result in the chain ladder method35 cited
  • 2009Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result32 cited

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