Bootstrapping the chain-ladder method for several correlated run-off portfolios

✍ Scribed by Luis Huergo; Jochen Heberle; Michael Merz

• Book ID: 107647156
• Publisher: Springer-Verlag
• Year: 2010
• Tongue: German
• Weight: 720 KB
• Volume: 98
• Category: Article
• ISSN: 0044-2585
• DOI: 10.1007/s12297-009-0078-2