APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING
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Publication:5157772
DOI10.1017/asb.2020.38zbMath1471.91462MaRDI QIDQ5157772
Publication date: 20 October 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.38
missing observations; state space model; stochastic claims reserving; dependent run-off triangles; IBNR projections
91G05: Actuarial mathematics
Cites Work
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