Simulation based comparison of stochastic claims reserving models in general insurance (Q3132943)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simulation based comparison of stochastic claims reserving models in general insurance |
scientific article; zbMATH DE number 6837267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Simulation based comparison of stochastic claims reserving models in general insurance |
scientific article; zbMATH DE number 6837267 |
Statements
Simulation based comparison of stochastic claims reserving models in general insurance (English)
0 references
12 February 2018
0 references
probabilistic forecast
0 references
claims reserving
0 references
probability scores
0 references
multilevel Monte Carlo
0 references
comparison framework
0 references
0.8156694173812866
0 references
0.8134703636169434
0 references
0.7973478436470032
0 references
0.7867739796638489
0 references
