FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

DOI10.1017/ASB.2022.4zbMath1497.91267OpenAlexW4221117580MaRDI QIDQ5866175

Matúš Maciak, Michal Pešta, Ivan Mizera

Publication date: 13 June 2022

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2022.4

zbMATH Keywords

consistencyfunctional datanon-life insuranceclaims reservingreserving riskpermutation bootstrapdevelopment profiles

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Uses Software

• bootstrap

Cites Work

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• Approximating fragmented functional data by segments of Markov chains
• Classification Using Censored Functional Data

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