Infinitely stochastic micro reserving (Q2234749)
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scientific article; zbMATH DE number 7411468
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | 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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0.795356035232544
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0.7465561032295227
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0.7299894690513611
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0.725311815738678
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0.7226131558418274
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