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The link between classical reserving and granular reserving through double chain ladder and its extensions ‐ Abstract of the London Discussion

Published online by Cambridge University Press:  05 October 2015

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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 21 , Issue 1 , March 2016 , pp. 117 - 133
Copyright
© Institute and Faculty of Actuaries 2015 

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References

Mammen, E., Martínez-Miranda, M.D. & Nielsen, J.P. (2015). In-sample forecasting applied to reserving and mesothelioma mortality. Insurance: Mathematics and Economics, 61, 76–86.Google Scholar