The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles

By C. Braun. ASTIN Bulletin: The Journal of the International Actuarial Association, 2004

60 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/12854e46ef4f0362bf95161e96fb941eb9282a59

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Peng Shi
2. Sanjib Basu
3. G. Meyers

In Economics and Econometrics

1. Peng Shi
2. Sanjib Basu
3. G. Meyers

In Management Science and Operations Research

1. Peng Shi
2. Sanjib Basu
3. G. Meyers

Citations in the corpus

• A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012, methodology): “Studies along this line can be found of the multivariate chain-ladder method, such as Braun (2004), Schmidt (2006), and Merz and Wüthrich (2008), and the multivariate additive loss-reserving method, including Hess et al. (2006) and Merz and Wüthrich (2009b).”