Stochastic reserving using policyholder information via EM algorithm

DOI10.1016/j.apm.2022.07.038zbMath1505.62513OpenAlexW4289745804WikidataQ113880157 ScholiaQ113880157MaRDI QIDQ2110756

Wenchen Liu, Zhigao Wang

Publication date: 23 December 2022

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2022.07.038

zbMATH Keywords

heterogeneityrisk managementloss reservinggeneral insurancetruncation and censoring

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Actuarial mathematics (91G05)

Cites Work

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