Common shock models for claim arrays
By Benjamin Avanzi, Greg Taylor and Bernard Wong
| Year of publication: |
2018
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|---|---|
| Authors: | Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard |
| 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, 3, p. 1109-1136
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| Subject: | Claim array | claim dependency | common shock | correlation | loss reserving | Schock | Shock | Theorie | Theory | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011999873