On the distribution of discounted loss reserves using generalized linear models

DOI10.1080/03461230510009727zbMath1145.91033OpenAlexW2132957180MaRDI QIDQ5430550

Jan Dhaene, Marc J. Goovaerts, Tom Hoedemakers, Jan Beirlant

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230510009727

zbMATH Keywords

predictionsimulationcomonotonicitygeneralized linear model

Mathematics Subject Classification ID

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Cites Work

• The concept of comonotonicity in actuarial science and finance: theory.
• The concept of comonotonicity in actuarial science and finance: applications.
• Confidence bounds for discounted loss reserves.
• Upper and lower bounds for sums of random variables