Threshold lossreserving

MaRDI QIDQ3562642zbMATH OpenFDO

Authors Erhard Kremer

Publication date 27 May 2010

zbMATH Keywords

loss reservingnonlife insurancethreshold autoregression

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• scientific article; zbMATH DE number 599628
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Cited in

(5)

• Handbook on loss reserving
• Random coefficient autoregressive loss reserving
• scientific article; zbMATH DE number 599628 (Why is no real title available?)
• Nonlinear models in claim reserving
• Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use

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