A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (Q5157771)
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scientific article; zbMATH DE number 7411809
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| English | A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES |
scientific article; zbMATH DE number 7411809 |
Statements
A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (English)
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20 October 2021
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claims reserving
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gamma process
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incurred but not reported
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latent variables
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moving average processes
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0.79775596
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0.7975707
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0.7966376
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0.79620415
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0.7955232
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0.7945775
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0.79319376
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0.78605247
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0.78368235
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