A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
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Publication:5157771
DOI10.1017/asb.2020.36zbMath1471.91478OpenAlexW3094972395MaRDI QIDQ5157771
Luis E. Nieto-Barajas, Rodrigo S. Targino
Publication date: 20 October 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.36
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Uses Software
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