A marked Cox model for the number of IBNR claims: theory (Q343960)
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English | A marked Cox model for the number of IBNR claims: theory |
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A marked Cox model for the number of IBNR claims: theory (English)
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21 November 2016
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IBNR claims
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loss reserving
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Cox model
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hidden Markov chain
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temporal dependence
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Pascal mixture
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