A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (Q5157771)
From MaRDI portal
scientific article; zbMATH DE number 7411809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES |
scientific article; zbMATH DE number 7411809 |
Statements
A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (English)
0 references
20 October 2021
0 references
claims reserving
0 references
gamma process
0 references
incurred but not reported
0 references
latent variables
0 references
moving average processes
0 references
0 references
0 references
0 references
