Simulation based comparison of stochastic claims reserving models in general insurance (Q3132943)

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Simulation based comparison of stochastic claims reserving models in general insurance
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    Simulation based comparison of stochastic claims reserving models in general insurance (English)
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    12 February 2018
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    probabilistic forecast
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    claims reserving
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    probability scores
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    multilevel Monte Carlo
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    comparison framework
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