COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
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Publication:4562954
DOI10.1017/asb.2017.36zbMath1390.91179OpenAlexW2780364302MaRDI QIDQ4562954
Gilles Dupin, Emmanuel Koenig, Eric Ratiarison, Pierre le Moine, Alain Monfort
Publication date: 6 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2017.36
predictioncorrelationupdatingsemiparametric approachsimultaneous estimationVaRCDRincurred and paid claimstail development
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