Calendar year effect modeling for claims reserving in HGLM
Year of publication: |
2019
|
---|---|
Authors: | Gigante, Patrizia ; Picech, Liviana ; Sigalotti, Luciano |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 763-786
|
Subject: | Calendar year effects | claims reserving | dependence modeling | hierarchical generalized | linear models | Poisson-gamma model | mean square error of prediction | simulation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Simulation |
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