A Bayesian internal model for reserve risk: an extension of the correlated chain ladder
Year of publication: |
2020
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Authors: | Ercole, Carnevale Giulio ; Paolo, Clemente Gian |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/125, p. 1-20
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Subject: | Bayesian models | stochastic claims reserving | claims development results | Bayes-Statistik | Bayesian inference | Theorie | Theory | Stochastischer Prozess | Stochastic process | Währungsreserven | Foreign exchange reserves |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040125 [DOI] hdl:10419/258078 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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