A marked Cox model for the number of IBNR claims : estimation and application
By Andrei L. Badescu, Tianle Chen, X. Sheldon Lin, Dameng Tang
| Year of publication: |
2019
|
|---|---|
| Authors: | Badescu, Andrei L. ; Chen, Tianle ; Lin, X. Sheldon ; Tang, Dameng |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 709-739
|
| Subject: | IBNR claims | loss reserving | Cox model | hidden Markov chain | temporal dependence | Pascal mixture | EM algorithm | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.15 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012125126