Credibility for the Chain Ladder Reserving Method
Work
Year: 2008
Type: article
Abstract: We consider the chain ladder reserving method in a Bayesian set up, which allows for combining the information from a specific claims development triangle with the information from a collective. That ... more
Source: Astin Bulletin
Authors Alois Gisler, Mario V. Wüthrich
Institutions Winterthur Museum Garden and Library, ETH Zurich
Cites: 20
Cited by: 22
Related to: 10
FWCI: 2.767
Citation percentile (by year/subfield): 88.49
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze