✦ LIBER ✦

Outstanding claim liabilities: are they predictable? : 074044 (M40) Zehnwirth B., The University of Melbourne, Centre for Actuarial Studies, Research Paper, nr. 18, 1995, pp. 62

Book ID: 104299527
Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 223 KB
Volume: 17
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(96)90094-3

No coin nor oath required. For personal study only.

✦ Synopsis

This paper shows how a multivariate credibility estimator should be adjusted to satisfy a linear balancing constraint.

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