INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357)
From MaRDI portal
scientific article; zbMATH DE number 6262183
Language | Label | Description | Also known as |
---|---|---|---|
English | INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK |
scientific article; zbMATH DE number 6262183 |
Statements
INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (English)
0 references
27 February 2014
0 references
stochastic loss reserving
0 references
general insurance
0 references
multivariate skew normal distribution
0 references
chain-ladder
0 references
individual claims
0 references