A continuous-time model for claims reserving (Q2939949)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A continuous-time model for claims reserving |
scientific article |
Statements
A continuous-time model for claims reserving (English)
0 references
23 January 2015
0 references
non-homogeneous Poisson process
0 references
claim reserving
0 references
FFT
0 references
IBNR losses
0 references
saddlepoint approximation
0 references