A continuous-time model for claims reserving (Q2939949): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.4064/am41-4-1 / rank | |||
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| Property / OpenAlex ID: W2320821604 / rank | |||
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| Property / cites work: Probabilités et processus stochastiques / rank | |||
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| Property / cites work: An Introduction to the Theory of Point Processes / rank | |||
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| Property / cites work: Panjer recursion versus FFT for compound distributions / rank | |||
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| Property / cites work: Prediction of outstanding payments in a Poisson cluster model / rank | |||
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Latest revision as of 14:10, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous-time model for claims reserving |
scientific article |
Statements
A continuous-time model for claims reserving (English)
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23 January 2015
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non-homogeneous Poisson process
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claim reserving
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FFT
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IBNR losses
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saddlepoint approximation
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