In-sample forecasting applied to reserving and mesothelioma mortality
Year of publication: |
2015
|
---|---|
Authors: | Mammen, Enno ; Martínez Miranda, María Dolores ; Nielsen, Jens Perch |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 76-86
|
Subject: | Non-parametric | Kernel density estimation | Reserve risk | Multiplicative | Chain ladder | Prognoseverfahren | Forecasting model | Sterblichkeit | Mortality | Schätzung | Estimation | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Währungsreserven | Foreign exchange reserves |
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