Skip to content

Latest commit

 

History

History
16 lines (15 loc) · 809 Bytes

citations.rst

File metadata and controls

16 lines (15 loc) · 809 Bytes

References

[Mack99] Mack, T. (1999). The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor. ASTIN Bulletin, 29(2), 361-366. doi:10.2143/AST.29.2.504622
[Quarg08] Quarg, Gerhard, and Thomas Mack, "Munich Chain Ladder: A Reserving Method that Reduces the Gap between IBNR Projections Based on Paid Losses and IBNR Projections Based on Incurred Losses," Variance 2:2, 2008, pp. 266-299.
[Shapland16]
Shapland, Mark R., "Using the ODP Bootstrap Model:
A Practicioner's Guide" CAS Monograph No. 4, 2016