A marked Cox model for the number of IBNR claims : theory
Andrei L. Badescu, X. Sheldon Lin, Dameng Tang (Department of Statistical Sciences, University of Toronto, Toronto, Ontario, Canada)
| Year of publication: |
July 2016
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|---|---|
| Authors: | Badescu, Andrei L. ; Lin, X. Sheldon ; Tang, Dameng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 29-37
|
| Subject: | IBNR claims | Loss reserving | Cox model | Hidden Markov chain | Temporal dependence | Pascal mixture | Theorie | Theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.03.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530919