Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
Lukas Hahn
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Hahn, Lukas |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 71-81
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| Subject: | Non-life insurance risk | Stochastic claims reserving | Dependent lines of business | Multivariate additive loss reserving model | Multi-year view | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Verlust | Loss | Versicherungsschaden | Insured loss | Multivariate Analyse | Multivariate analysis | Stochastischer Prozess | Stochastic process | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740726