JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING
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Publication:5067883
DOI10.1017/asb.2021.28zbMath1484.91401OpenAlexW3212129041MaRDI QIDQ5067883
A. Nii-Armah Okine, Peng Shi, Edward W. Frees
Publication date: 4 April 2022
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.28
dynamic predictionRBNS reservesjoint model for longitudinal and survival datamicro-level loss reserving
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Cites Work
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