Stochastic claims reserving in insurance using random effects
Michal Gerthofer, Michal Pešta
| Year of publication: |
2017
|
|---|---|
| Authors: | Gerthofer, Michal ; Pešta, Michal |
| Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 26.2017, 5, p. 542-560
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| Subject: | claims reserving | non-life insurance | dependency modelling | random effects | mixed models | GLM | GLMM | panel data | Versicherung | Insurance | Risikomodell | Risk model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Panel | Panel study | Versicherungsschaden | Insured loss |
| 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/10011774551