Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model (Q4859993)
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scientific article; zbMATH DE number 833454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model |
scientific article; zbMATH DE number 833454 |
Statements
Ein autoregressives glaubwürdigkeitsmodell für IBNR-reserven;An autoregressive credibility IBNR model (English)
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20 May 1996
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credibility theory
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IBNR reserves
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portfolios
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autoregressive model
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mean squared prediction errors
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risks
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credit insurance
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