Asymptotic behaviors of stochastic reserving : aggregate versus individual models
Jinlong Huang, Xianyi Wu, Xian Zhou
| Year of publication: |
2016
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|---|---|
| Authors: | Huang, Jinlong ; Wu, Xianyi ; Zhou, Xian |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 249.2016, 2 (1.3.), p. 657-666
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| Subject: | Risk management | Stochastic reserving | Individual data model | Aggregate data model | Asymptotic variance | Stochastischer Prozess | Stochastic process | Risikomanagement | Schätztheorie | Estimation theory | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.09.039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436805