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COMMON SHOCK MODELS FOR CLAIM ARRAYS - MaRDI portal

COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249)

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scientific article; zbMATH DE number 6959049
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English
COMMON SHOCK MODELS FOR CLAIM ARRAYS
scientific article; zbMATH DE number 6959049

    Statements

    title
    COMMON SHOCK MODELS FOR CLAIM ARRAYS (English)
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    author
    Benjamin Avanzi
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    Greg Taylor
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    Bernard Wong
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    publication date
    19 October 2018
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    zbMATH Keywords
    claim array
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    claim dependency
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    common shock
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    correlation
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    loss reserving
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    Identifiers

    DOI
    10.1017/asb.2018.18
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    zbMATH DE Number
    6959049
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    OpenAlex ID
    W2588603926
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