Calendar effect and in-sample forecasting

A very popular forecasting tool in the actuarial sciences is the so-called chain ladder. Mammen et al. (2015) recently introduced in-sample forecasting, a general forecasting technique applicable in many fields which builds on the continuous chain ladder of Martínez-Miranda et al. (2013). The main...

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Bibliographic Details
Main Authors:	Mammen, Enno (Author) , Martinez Miranda, Maria Dolores (Author) , Nielsen, Jens Perch (Author) , Vogt, Michael (Author)
Format:	Article (Journal)
Language:	English
Published:	2021
In:	Insurance Year: 2021, Volume: 96, Pages: 31-52
ISSN:	0167-6687
DOI:	10.1016/j.insmatheco.2020.10.003
Online Access:	Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.insmatheco.2020.10.003 Verlag, lizenzpflichtig, Volltext: https://www.sciencedirect.com/science/article/pii/S0167668720301359
Author Notes:	Enno Mammen, María Dolores Martínez-Miranda, Jens Perch Nielsen, Michael Vogt

Calendar effect and in-sample forecasting by Mammen, Enno (Author) , Martinez Miranda, Maria Dolores (Author) , Nielsen, Jens Perch (Author) , Vogt, Michael (Author) ,

in: Insurance. Mathematics & economics, 96 (2021) vom: Jan., Seite 31-52

Article (Journal)

Calendar effect and in-sample forecasting

Calendar effect and in-sample forecasting by Mammen, Enno (Author) , Martinez Miranda, Maria Dolores (Author) , Nielsen, Jens Perch (Author) , Vogt, Michael (Author) ,

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