A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (Q4972122): Difference between revisions

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Latest revision as of 01:35, 21 July 2024

scientific article; zbMATH DE number 7135577
Language Label Description Also known as
English
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
scientific article; zbMATH DE number 7135577

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    A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (English)
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    22 November 2019
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    IBNR claims
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    loss reserving
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    Cox model
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    hidden Markov chain
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    temporal dependence
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    Pascal mixture
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    EM algorithm
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