A marked Cox model for the number of IBNR claims : theory
Year of publication: |
July 2016
|
---|---|
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 |
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