scientific article
From MaRDI portal
Publication:3071124
DOI10.2143/AST.40.2.2061141zbMath1232.91338MaRDI QIDQ3071124
Adrian Pizzinga, Cristiano Fernandes, Rodrigo Atherino
Publication date: 1 February 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ A pairs trading strategy based on linear state space models and the Kalman filter ⋮ Holt-winters method for run-off triangles in claims reserving ⋮ Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis ⋮ APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING ⋮ Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models ⋮ A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
This page was built for publication:
