Applying state space models to stochastic claims reserving
by Radek Hendrych and Tomas Cipra
| Year of publication: |
2021
|
|---|---|
| Authors: | Hendrych, Radek ; Cipra, Tomáš |
| Subject: | Dependent run-off triangles | IBNR projections | missing observations | state space model | stochastic claims reserving | Theorie | Theory | Zustandsraummodell | State space model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Risikomodell | Risk model | Versicherungsschaden | Insured loss | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.38 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437284