Prediction of claim numbers based on hazard rates

DOI10.1016/S0167-6687(98)00022-5zbMath0948.62074MaRDI QIDQ1276458

Jaap Spreeuw, Marc J. Goovaerts

Publication date: 27 January 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

semiparametric estimationloss reservingproportional hazard ratesIBNR

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (3)

An application of randomly truncated data models in reserving IBNR claims ⋮ Semiparametric model for prediction of individual claim loss reserving ⋮ Applying copula models to individual claim loss reserving methods

Cites Work

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