A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
Benjamin Avanzi, Greg Taylor, Phuong Anh Vu, Bernard Wong
| Year of publication: |
2020
|
|---|---|
| Authors: | Avanzi, Benjamin ; Taylor, Greg ; Vu, Phuong Anh ; Wong, Bernard |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 50-71
|
| Subject: | Adaptive reserving | Claims reserving | Common shock models | Evolutionary GLM | Particle learning | Evolutionsökonomik | Evolutionary economics | Schätztheorie | Estimation theory | Schock | Shock | Währungsreserven | Foreign exchange reserves |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294061