The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)

By M. Buchwalder, H. Bühlmann, Michael Merz, Mario V. Wüthrich. ASTIN Bulletin: The Journal of the International Actuarial Association, 2006

82 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/906de75fe691f0ac525c9c16b28697a582faf330

How researchers see this paper

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

In Finance

1. Mario V. Wüthrich
2. Fabrizio Durante
3. Arthur Charpentier
4. Piotr Jaworski
5. Alessandro Juri
6. Hansjörg Albrecher *
7. Dominik Kortschak

In Management Science and Operations Research

1. Alois Gisler
2. Mario V. Wüthrich
3. Arthur Charpentier

In Statistics and Probability

1. Alois Gisler
2. Mario V. Wüthrich

Citations in the corpus

• Credibility for the Chain Ladder Reserving Method (2008, background): “[2], but it is different from the one in Mack [10].”