Random coefficient autoregressive loss reserving, revisited

Abstract
The ideas of a former note on loss reserving are taken up again. As result a more practicable loss reserving method comes out, that is a refinement of classical procedures.
Volume
XXVI, Heft 1
Page
155-159
Year
2003
Categories
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Financial and Statistical Methods
Statistical Models and Methods
Publications
Blatter
Authors
Erhard Kremer