Reinsurance from the viewpoint of instit
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O.A. Altenburger
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Article
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1998
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Elsevier Science
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English
β 229 KB
Actuaries are often asked to provide a range or confidence level for the loss reserve along with a point estimate. Traditional methods of loss reserving do not provide an estimate of the variance of the estimated reserve and actuaries use various ad hoc methods to derive a range for the indicated re