Coherent incurred paid (cip) models for claims reserving
By Gilles Dupin, Emmanuel Koenig, Pierre Le Moine, Alain Monfort and Eric Ratiarison
| Year of publication: |
2018
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| Authors: | Dupin, Gilles ; Koenig, Emmanuel ; Le Moine, Pierre ; Monfort, Alain ; Ratiarison, Eric |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 2, p. 749-777
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| Subject: | Incurred and paid claims | simultaneous estimation | correlation | semiparametric approach | tail development | prediction | updating | CDR | VaR | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.36 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875689