223031 (M42) Chain ladder; marginal sum and maximum likelihood estimation : Schmidt K., Wünsche A., Dresdner Schriften zur Versicherungsmathematik, Technische Universität Dresden, 1, 1997

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 95 KB
• Volume: 22
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(98)80093-0

✦ Synopsis

Abstracts and Reviews

fixing contributions, the frequency of valuation and the choice of funding method for eliminating the unfunded liability. The paper closes with suggestions for topics for further investigation.