Prediction Error of the Multivariate Chain Ladder Reserving Method

By Michael Merz, Mario V. Wüthrich. 2008

48 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7a8a7714b1583b0e71409d14f7479377902db3d4

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 Management Science and Operations Research

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

In Statistics and Probability

1. Peng Shi
2. Sanjib Basu
3. G. Meyers
4. Timothy E. Hanson
5. Siddhartha Chib

Citations in the corpus

• A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012, methodology): “Besides the above parametric approaches, we apply three nonparametric methods to the insurance portfolio: the multivariate chain-ladder method in Merz and Wüthrich (2008), the combined chain-ladder method in Merz and Wüthrich (2009a), and the generalized chain-ladder method in Zhang (2010).”