COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING (Q4562954): Difference between revisions

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Latest revision as of 12:49, 30 December 2024

scientific article; zbMATH DE number 6881264
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English
COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
scientific article; zbMATH DE number 6881264

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    COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING (English)
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    6 June 2018
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    incurred and paid claims
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    simultaneous estimation
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    correlation
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    semiparametric approach
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    tail development
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    prediction
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    updating
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    CDR
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    VaR
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