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Modelling Claims Runoff Triangles with Two-dimensional Time Series - MaRDI portal

Modelling Claims Runoff Triangles with Two-dimensional Time Series (Q3497093)

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Modelling Claims Runoff Triangles with Two-dimensional Time Series
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    Modelling Claims Runoff Triangles with Two-dimensional Time Series (English)
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    1989
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    nearest-neighbour models
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    maximum likelihood estimation
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    Akaike's information criterion
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    model selection
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    time series
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    forecasting the claims runoff
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    claims reserves
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