Claims Reserving with a Stochastic Vector Projection
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Publication:4567958
DOI10.1080/10920277.2017.1353429zbMath1393.62046OpenAlexW3123218034MaRDI QIDQ4567958
Hirbod Assa, Luis F. Portugal, Athanasios A. Pantelous
Publication date: 20 June 2018
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2017.1353429
Related Items (2)
Univariate and multivariate claims reserving with generalized link ratios ⋮ Regression based reserving models and partial information
Uses Software
Cites Work
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- A general multivariate chain ladder model
- On the estimation of reserves from loglinear models
- Which stochastic model is underlying the chain ladder method?
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Double Chain Ladder
- The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor
- Regression Modeling with Actuarial and Financial Applications
- Matrix Algebra
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