Infinitely stochastic micro reserving (Q2234749)

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scientific article; zbMATH DE number 7411468
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    Infinitely stochastic micro reserving
    scientific article; zbMATH DE number 7411468

      Statements

      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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