Compound poisson claims reserving models : extensions and inference
Year of publication: |
2018
|
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Authors: | Meng, Shengwang ; Gao, Guangyuan |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 1137-1156
|
Subject: | Stochastic claims reserving | compound Poisson model | generalized linear model | quasi-likelihood estimation | bootstrap | Tweedie’s distribution | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Bootstrap-Verfahren | Bootstrap approach |
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