Applying copula models to individual claim loss reserving methods (Q659223)

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scientific article; zbMATH DE number 6004693
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English
Applying copula models to individual claim loss reserving methods
scientific article; zbMATH DE number 6004693

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    Applying copula models to individual claim loss reserving methods (English)
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    10 February 2012
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    IBNR claim
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    individual claim loss model
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    event and delay times
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    Clayton copula
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    semi-competing risks
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    semi-survival copula
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