Compound poisson claims reserving models : extensions and inference
By Shengwang Meng and Guangyuan Gao
| Year of publication: |
2018
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|---|---|
| Authors: | Meng, Shengwang ; Gao, Guangyuan |
| 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. 1137-1156
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| Subject: | Stochastic claims reserving | compound Poisson model | generalized linear model | quasi-likelihood estimation | bootstrap | Tweedie’s distribution | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Bootstrap-Verfahren | Bootstrap approach |
| 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/10011999875