On unbalanced data and common shock models in stochastic loss reserving
Benjamin Avanzi, Greg Taylor, Phuong Anh Vu and Bernard Wong
| Year of publication: |
2021
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|---|---|
| Authors: | Avanzi, Benjamin ; Taylor, Greg ; Vu, Phuong Anh ; Wong, Bernard |
| Subject: | Common shock | Multivariate Tweedie distribution | Negative claims | Stochastic loss reserving | Unbalanced data | Schock | Shock | Theorie | Theory | Stochastischer Prozess | Stochastic process | Verlust | Loss |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499520000196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505609