A marked Cox model for the number of IBNR claims: theory

DOI10.1016/J.INSMATHECO.2016.03.016zbMath1369.91075OpenAlexW3122354522MaRDI QIDQ343960

Dameng Tang, X. Sheldon Lin, Andrei L. Badescu

Publication date: 21 November 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.03.016

zbMATH Keywords

hidden Markov chainCox modelloss reservingIBNR claimsPascal mixturetemporal dependence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (24)

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