On a Combination of Multiplicative and Additive Stochastic Loss Reserving Methods
On a Combination of Multiplicative and Additive Stochastic Loss Reserving Methods
Philipp Arbenz, Roger Salzmann,
Stochastic Claims ReservingDistribution-Free MethodChain-LadderBornhuetter-FergusonMean Square Error of PredictionClaims Development Result
Arbenz, Philipp, and Roger Salzmann. 2014. “On a Combination of Multiplicative and Additive Stochastic Loss Reserving Methods.” CAS Forum 2014 (July).
