APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772)
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scientific article; zbMATH DE number 7411810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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