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APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING - MaRDI portal

APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772)

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scientific article; zbMATH DE number 7411810
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English
APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING
scientific article; zbMATH DE number 7411810

    Statements

    title
    APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (English)
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    DOI
    10.1017/asb.2020.38
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    author
    Tomáš Cipra
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    Radek Hendrych
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    publication date
    20 October 2021
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    zbMATH DE Number
    7411810
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    zbMATH Keywords
    dependent run-off triangles
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    IBNR projections
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    missing observations
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    state space model
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    stochastic claims reserving
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    OpenAlex ID
    W3108478789
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    cites work
    Q3071124
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    Q2891271
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    Q4840212
    0 references
    Q2852072
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