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| 概要 |
Mack estimated the mean squared errors of the outstanding claims reserve of each accident year and of the overall claims reserve in order to obtain their con dence intervals within his distribution-fr...ee model. We generalise his formulae by allowing for arbitrary exponents in the variance assumption. Our formula is also capable of giving a con dence interval of the amount that the insurer is liable to pay each year.続きを見る
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Mendeley出力
JMI2009A-2