Prediction of outstanding payments in a Poisson cluster model (Q2866287)
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scientific article; zbMATH DE number 6238140
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| English | Prediction of outstanding payments in a Poisson cluster model |
scientific article; zbMATH DE number 6238140 |
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Prediction of outstanding payments in a Poisson cluster model (English)
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13 December 2013
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Poisson cluster model
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prediction
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claims reserving
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chain ladder method
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Panjer distributions
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\((a,b)\) class
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recursive algorithm
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0.85774016
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0.8476994
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0.84694004
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0.81678134
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0.81015843
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0.80984366
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0.8035543
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