Individual loss reserving using paid–incurred data
Year of publication: |
2014
|
---|---|
Authors: | Pigeon, Mathieu ; Antonio, Katrien ; Denuit, Michel |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 58.2014, C, p. 121-131
|
Publisher: |
Elsevier |
Subject: | Stochastic loss reserving | General insurance | Multivariate Skew Normal distribution | Prediction | Chain-Ladder |
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