Asymptotic behaviors of stochastic reserving: aggregate versus individual models (Q321018)
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scientific article; zbMATH DE number 6635806
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| English | Asymptotic behaviors of stochastic reserving: aggregate versus individual models |
scientific article; zbMATH DE number 6635806 |
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Asymptotic behaviors of stochastic reserving: aggregate versus individual models (English)
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7 October 2016
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risk management
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stochastic reserving
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individual data model
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aggregate data model
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asymptotic variance
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0.8376756310462952
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0.802282452583313
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0.7832260131835938
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0.7791568040847778
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0.7755641341209412
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