Simulation based comparison of stochastic claims reserving models in general insurance

DOI10.1556/012.2017.54.2.1364MaRDI QIDQ3132943zbMATH OpenOpenAlexFDO

Authors M. Arató, László Martinek, Miklós Mályusz

Publication date 12 February 2018

Published in Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1556/012.2017.54.2.1364

zbMATH Keywords

multilevel Monte Carloprobabilistic forecastclaims reservingcomparison frameworkprobability scores

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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