A marked Cox model for the number of IBNR claims: estimation and application (Q4972122)
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scientific article; zbMATH DE number 7135577
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| English | A marked Cox model for the number of IBNR claims: estimation and application |
scientific article; zbMATH DE number 7135577 |
Statements
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (English)
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22 November 2019
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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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EM algorithm
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0.9439818263053894
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0.8194084167480469
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0.8146775960922241
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0.8082658052444458
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