Calendar year effect modeling for claims reserving in HGLM (Q4972124)
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scientific article; zbMATH DE number 7135579
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calendar year effect modeling for claims reserving in HGLM |
scientific article; zbMATH DE number 7135579 |
Statements
CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM (English)
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22 November 2019
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calendar year effects
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claims reserving
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dependence modeling
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hierarchical generalized linear models
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Poisson-gamma model
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mean square error of prediction
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simulation
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0.8091577887535095
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0.7975050806999207
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0.7960522770881653
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0.7947550415992737
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0.7849544286727905
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