A continuous-time model for claims reserving (Q2939949): Difference between revisions

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Revision as of 09:04, 5 March 2024

scientific article
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A continuous-time model for claims reserving
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    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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