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Individual RBNS loss reserving in a discrete time model - MaRDI portal

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Individual RBNS loss reserving in a discrete time model (Q3461419)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Individual RBNS loss reserving in a discrete time model
scientific article

    Statements

    author
    Jinlong Huang
    0 references
    Xianyi Wu
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    publication date
    15 January 2016
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    zbMATH Keywords
    RBNS reserving
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    maximum likelihood estimate
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    Watson-Nadaraya estimate
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    asymptotic normality
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62H12
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    62G20
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    zbMATH DE Number
    6532001
    0 references
     
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