Modelling of discretized loss reserving data : 074050 (M40,M31) Hesselager O., University of Copenhagen, Denmark, Astin Colloquium Leuven, 1995

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 112 KB
• Volume: 17
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(96)90105-5

✦ Synopsis

described and the potential of applying this approach to modelling in a claims reserving setting investigated. A new perspective on certain existing stochastic claims reserving methods is established as a consequence.