Vol. 2015, 2015January 01, 2015 EDT
The Market Value Margin Within The Distribution-Free Chain Ladder Model - A Way To Account For Calendar Year Effects And Aggregating Lines Of Business
The Market Value Margin Within The Distribution-Free Chain Ladder Model - A Way To Account For Calendar Year Effects And Aggregating Lines Of Business
Daniel Burren,
Market Value MarginDistribution-Free Chain Ladder ModelReserving RiskCalendar Year EffectsSSTSolvency II
Burren, Daniel. 2015. “The Market Value Margin Within The Distribution-Free Chain Ladder Model - A Way To Account For Calendar Year Effects And Aggregating Lines Of Business.” CAS Forum 2015 (January).
