A note on the separation method


Schmidt, Klaus D.


URL: https://www.math.tu-dresden.de/sto/schmidt/dsvm/ds...
Document Type: Working paper
Year of publication: 2007
The title of a journal, publication series: Dresdner Schriften zur Versicherungsmathematik
Volume: 2007,6
Place of publication: Dresden
Publishing house: Institut für Mathematische Stochastik, Technische Universität Dresden
ISSN: 0946-4727
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematik (Seniorprofessur) (Schmidt, K.D. 2018-)
Subject: 510 Mathematics
Abstract: The present paper provides explicit formulas for the estimators of the inflation parameters and of the development pattern which are used in the separation method. Although the result is essentially known, it appears that many loss reserving actuaries are not aware of it.

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Schmidt, Klaus D. (2007) A note on the separation method. Dresdner Schriften zur Versicherungsmathematik Dresden 2007,6 [Working paper]


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