Robust lagfactors

DOI10.1007/BF02808247zbMATH Open0881.62111MaRDI QIDQ4367906FDOQ4367906

Authors: Erhard Kremer 

Publication date: 2 December 1997

Published in: Blätter der DGVFM (Search for Journal in Brave)

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zbMATH Keywords

loss-reservingrobust lagfactors

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• Claims reserving and generalised additive models
• Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model
• Random coefficient autoregressive loss reserving
• INAR and IBNR

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