APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772): Difference between revisions

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Revision as of 15:28, 29 February 2024

scientific article; zbMATH DE number 7411810
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APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING
scientific article; zbMATH DE number 7411810

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    APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (English)
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    20 October 2021
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    dependent run-off triangles
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    IBNR projections
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    missing observations
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    state space model
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    stochastic claims reserving
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