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Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach - MaRDI portal

Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097)

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Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
scientific article

    Statements

    title
    Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (English)
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    author
    Benjamin Avanzi
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    Greg Taylor
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    Phuong Anh Vu
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    Bernard Wong
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    publication date
    14 December 2016
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    zbMATH Keywords
    stochastic loss reserving
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    dependence
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    multivariate Tweedie distribution
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    common shock
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    Bayesian estimation
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    cites work
    Q4672502
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    Q4382161
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    Q4226811
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    Q3134468
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    Q3087165
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    Q2852072
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    Identifiers

    zbMATH DE Number
    6663343
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    OpenAlex ID
    W3124874581
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