𝔖 Bobbio Scriptorium
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Entropy programming modeling of IBNR claims reserves

✍ Scribed by Éva Komáromi


Book ID
118794945
Publisher
Springer US
Year
2011
Tongue
English
Weight
528 KB
Volume
200
Category
Article
ISSN
0254-5330

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A compound Poisson model of IBNR claims is considered and methods of statistical inference under this model using the techniques well known from the analysis of survival time data are investigated. It is shown that the results on statistical analysis of non-parametric model for randomly truncated da