Nonlinear models in claim reserving
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Publication:4378711
DOI10.1016/S0362-546X(97)00334-9zbMath0892.62079WikidataQ126812481 ScholiaQ126812481MaRDI QIDQ4378711
Publication date: 5 March 1998
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00334-9
prediction; kernel method; normal equations; autoregressive models; weighted least squares; loss reserving; chain ladder; run off triangle
62P05: Applications of statistics to actuarial sciences and financial mathematics
Cites Work