Simulation based comparison of stochastic claims reserving models in general insurance

DOI10.1556/012.2017.54.2.1364zbMath1399.91037OpenAlexW2750323519MaRDI QIDQ3132943

Miklós Mályusz, László Martinek, Miklós Arató

Publication date: 12 February 2018

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/012.2017.54.2.1364

zbMATH Keywords

probabilistic forecastmultilevel Monte Carloclaims reservingcomparison frameworkprobability scores

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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