A class of autoregressive models for predicting the final claims amount (Q1059357): Difference between revisions

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Latest revision as of 17:57, 14 June 2024

scientific article
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A class of autoregressive models for predicting the final claims amount
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    A class of autoregressive models for predicting the final claims amount (English)
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    1984
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    The author considers the problem of calculating loss-reserves and uses autoregressive models for forecasting the final claims amount.
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    loss-reserves
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    autoregressive models
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    forecasting the final claims amount
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