Concepedia

Multivariate loss prediction in the multivariate additive model

Klaus Th. Hess, Klaus D. Schmidt, Mathias Zocher

Insurance Mathematics and Economics · 2006 · 35 citations · 6 references

DOI

Concepts

References

6

Best Linear Unbiased Prediction in the Generalized Linear Regression Model

Arthur S. Goldberger · Journal of the American Statistical Association · 1962 · 657 citations

, , +17

Best Linear Unbiased Prediction in the Generalized Linear Regression Model

Arthur S. Goldberger · Journal of the American Statistical Association · 1962 · 151 citations

, , +17

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

Christian Braun · Astin Bulletin · 2004 · 58 citations · Full text

, , +17

Additivity of Chain-Ladder Projections

Björn Ajne · Astin Bulletin · 1994 · 34 citations · Full text

, , +5

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

Christian Braun · Astin Bulletin · 2004 · 27 citations

, , +17