A copula regression for modeling multivariate loss triangles and quantifying reserving variability
by Peng Shi
| Year of publication: |
2014
|
|---|---|
| Authors: | Shi, Peng |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 44.2014, 1, p. 85-102
|
| Subject: | Dependent loss reserving | copula | calendar year effects | predictive uncertainty | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Verlust | Loss | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010240678