Applying state space models to stochastic claims reserving (Q5157772)
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scientific article; zbMATH DE number 7411810
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| English | Applying state space models to stochastic claims reserving |
scientific article; zbMATH DE number 7411810 |
Statements
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (English)
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20 October 2021
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dependent run-off triangles
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IBNR projections
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missing observations
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state space model
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stochastic claims reserving
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0.8850721120834351
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0.7994799613952637
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0.7804855704307556
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0.7790643572807312
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