Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Benjamin Avanzi, Greg Taylor, Phuong Anh Vu, Bernard Wong
| Year of publication: |
November 2016
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|---|---|
| Authors: | Avanzi, Benjamin ; Taylor, Greg ; Vu, Phuong Anh ; Wong, Bernard |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 63-78
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| Subject: | Stochastic loss reserving | Dependence | Multivariate Tweedie distribution | Common shock | Bayesian estimation | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Schock | Shock | Verlust | Loss | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630609