Confidence bounds for discounted loss reserves.
From MaRDI portal
Publication:1423361
DOI10.1016/S0167-6687(03)00155-0zbMath1103.91367MaRDI QIDQ1423361
Jan Beirlant, Jan Dhaene, Marc J. Goovaerts, Tom Hoedemakers
Publication date: 14 February 2004
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
62F25: Parametric tolerance and confidence regions
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Cites Work
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- The concept of comonotonicity in actuarial science and finance: theory.
- The concept of comonotonicity in actuarial science and finance: applications.
- UMVUE of the IBNR reserve in a lognormal linear regression model
- IBNR-claims and the two-way model of ANOVA
- Upper and lower bounds for sums of random variables
- Unnamed Item
