Univariate and multivariate claims reserving with generalized link ratios
Luís Portugal, Athanasios A. Pantelous, Richard Verrall
| Year of publication: |
2021
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|---|---|
| Authors: | Portugal, Luís ; Pantelous, Athanasios A. ; Verrall, Richard |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 97.2021, p. 57-67
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| Subject: | Reserving | Multivariate regression | Homoscedastic and heteroscedastic errors | Seemingly unrelated regression | Prediction errors | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Multiple Regression | Multiple regression | Multivariate Analyse | Multivariate analysis | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012491961