Modeling dependencies in claims reserving with GEE
Šárka Hudecová; Michal Pešta
| Year of publication: |
2013
|
|---|---|
| Authors: | Hudecová, Šárka ; Pešta, Michal |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 786-794
|
| Subject: | Claims reserving | Dependency modeling | Generalized estimating equations | Model selection criterion | Mean square error estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010227828