INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
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Publication:5398357
DOI10.1017/asb.2013.20zbMath1284.91263MaRDI QIDQ5398357
Katrien Antonio, Mathieu Pigeon, Michel M. Denuit
Publication date: 27 February 2014
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2013.20
multivariate skew normal distribution; chain-ladder; individual claims; general insurance; stochastic loss reserving
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Uses Software
Cites Work
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