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Entropy programming modeling of IBNR claims reserves - MaRDI portal

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Entropy programming modeling of IBNR claims reserves (Q1931646)

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scientific article; zbMATH DE number 6125689
Language Label Description Also known as
English
Entropy programming modeling of IBNR claims reserves
scientific article; zbMATH DE number 6125689

    Statements

    title
    Entropy programming modeling of IBNR claims reserves (English)
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    publication date
    15 January 2013
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    zbMATH Keywords
    IBNR claims reserve
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    entropy programming
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    convex programming
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    chain ladder technique
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    multiplicative models
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    generalized linear models
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    maximum likelihood estimates
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    author
    É. Komáromi
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    Identifiers

    zbMATH DE Number
    6125689
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    OpenAlex ID
    W2036605508
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