Robust lagfactors

DOI10.1007/BF02808247MaRDI QIDQ4367906zbMATH OpenFDO

Authors Erhard Kremer

Publication date 2 December 1997

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

Full work available at URL https://doi.org/10.1007/BF02808247

zbMATH Keywords

loss-reservingrobust lagfactors

Mathematics Subject Classification ID

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

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Cites work

• Claims reserving and generalised additive models
• Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model
• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• INAR and IBNR
• Random coefficient autoregressive loss reserving

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