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Proceedings of the Casualty Actuarial Society
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

Daniel Burren,
Market Value MarginDistribution-Free Chain Ladder ModelReserving RiskCalendar Year EffectsSSTSolvency II
CAS Forum
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).
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