Nonlinear models in claim reserving

DOI10.1016/S0362-546X(97)00334-9zbMath0892.62079OpenAlexW2056718011WikidataQ126812481 ScholiaQ126812481MaRDI QIDQ4378711

Erhard Kremer

Publication date: 5 March 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(97)00334-9

zbMATH Keywords

predictionkernel methodnormal equationsautoregressive modelsweighted least squaresloss reservingchain ladderrun off triangle

Mathematics Subject Classification ID

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

Cites Work

• A class of autoregressive models for predicting the final claims amount
• Random coefficient autoregressive loss reserving
• Minimum distance loss-reserving
• Unnamed Item
• Unnamed Item

This page was built for publication: Nonlinear models in claim reserving