Infinitely stochastic micro reserving
Matúš Maciak, Ostap Okhrin, Michal Pešta
| Year of publication: |
2021
|
|---|---|
| Authors: | Maciak, Matúš ; Okhrin, Ostap ; Pešta, Michal |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 100.2021, p. 30-58
|
| Subject: | Consistency | Dynamic panel data | Hawkes process | Marked point process | Micro claims reserving | Risk valuation | Stochastic prediction | Time-varying model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Panel | Panel study | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622380