APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772)
From MaRDI portal
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 |
Statements
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (English)
0 references
20 October 2021
0 references
dependent run-off triangles
0 references
IBNR projections
0 references
missing observations
0 references
state space model
0 references
stochastic claims reserving
0 references
