NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342)
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scientific article; zbMATH DE number 7612455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES |
scientific article; zbMATH DE number 7612455 |
Statements
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (English)
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4 November 2022
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loss reserving
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run-off triangle
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persistence
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conditional autoregressive range model
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Bayesian analysis
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generalised beta type 2 distribution
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