Continuous chain-ladder with paid data
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Publication:5123184
DOI10.1080/03461238.2019.1694973zbMath1448.91254arXiv1904.01199OpenAlexW2994100145MaRDI QIDQ5123184
Munir Hiabu, Alex Isakson, Stephan M. Bischofberger
Publication date: 28 September 2020
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01199
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Related Items (4)
Analysis of IBNR liabilities with interevent times depending on claim counts ⋮ Calendar effect and in-sample forecasting ⋮ Transaction time models in multi-state life insurance ⋮ Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
Uses Software
Cites Work
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