INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357)

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scientific article; zbMATH DE number 6262183
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INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
scientific article; zbMATH DE number 6262183

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    INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (English)
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    27 February 2014
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    stochastic loss reserving
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    general insurance
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    multivariate skew normal distribution
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    chain-ladder
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    individual claims
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