Risk aggregation and stochastic claims reserving in disability insurance
From MaRDI portal
Publication:2514610
DOI10.1016/j.insmatheco.2014.09.001zbMath1306.91074arXiv1401.3589OpenAlexW2004050402MaRDI QIDQ2514610
Boualem Djehiche, Björn Löfdahl
Publication date: 3 February 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.3589
disability insuranceconditional independencestochastic claims reservingrisk aggregationmimickingstochastic intensities
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