Infinitely stochastic micro reserving (Q2234749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinitely stochastic micro reserving |
scientific article |
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Infinitely stochastic micro reserving (English)
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19 October 2021
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stochastic prediction
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marked point process
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Hawkes process
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time-varying model
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dynamic panel data
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consistency
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risk valuation
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micro claims reserving
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