| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20140014378 |
| 003 | | | MAP |
| 005 | | | 20140506102100.0 |
| 008 | | | 140424e20140303esp|||p |0|||b|spa d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | 1 | | $0MAPA20140007592$aHeberle, Jochen |
| 245 | 1 | 0 | $aCombining chain-ladder claims reserving with fuzzy numbers$cJochen Heberle, Anne Thomas |
| 520 | | | $aIn this paper we extend the classical chain-ladder claims reserving method using fuzzy methods. Therefore, we derive new estimators for the claims development factors as well as new predictors for the ultimate claims. The advantage in using fuzzy numbers lies in the fact that the model uncertainty is directly included in and can be controlled by the new fuzzy claims development factors. We also provide an estimator for the uncertainty of the ultimate claims for single accident years and for aggregated accident years. |
| 773 | 0 | | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g03/03/2014 Volumen 55 Número 1 - marzo 2014 |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
