A marked Cox model for the number of IBNR claims: theory (Q343960)
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scientific article; zbMATH DE number 6654895
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| English | A marked Cox model for the number of IBNR claims: theory |
scientific article; zbMATH DE number 6654895 |
Statements
A marked Cox model for the number of IBNR claims: theory (English)
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21 November 2016
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IBNR claims
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loss reserving
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Cox model
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hidden Markov chain
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temporal dependence
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Pascal mixture
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0.9439818263053894
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0.837314784526825
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0.8362221121788025
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0.8350158333778381
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