Applying copula models to individual claim loss reserving methods (Q659223)
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scientific article; zbMATH DE number 6004693
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| default for all languages | No label defined |
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| English | Applying copula models to individual claim loss reserving methods |
scientific article; zbMATH DE number 6004693 |
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Applying copula models to individual claim loss reserving methods (English)
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10 February 2012
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IBNR claim
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individual claim loss model
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event and delay times
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Clayton copula
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semi-competing risks
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semi-survival copula
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0.8831004500389099
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0.8200512528419495
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0.8082658052444458
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0.8021629452705383
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0.7968112826347351
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