IBNR reserves under stochastic interest rates (Q1381454)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | IBNR reserves under stochastic interest rates |
scientific article |
Statements
IBNR reserves under stochastic interest rates (English)
0 references
5 May 1999
0 references
IBNR reserves
0 references
discount factor
0 references
probability density
0 references
Laplace transform
0 references
0 references