Modeling accounting year dependence in runoff triangles (Q1936468)

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Modeling accounting year dependence in runoff triangles
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    Modeling accounting year dependence in runoff triangles (English)
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    5 February 2013
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    accounting year effects modeling
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    claims inflation
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    Bayes chain ladder model
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    multivariate dependence modeling
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    general insurance liabilities
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    outstanding loss liabilities
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    claims reserving
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    loss development
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