Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance
Year of publication: |
2010-06-10
|
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Authors: | Cadogan, Godfrey |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | IBNR claims ladder | claims reserve forecast | stochastic claim inflation | claims risk exposure | link ratio function | property-casualty insurance | insurance accounting |
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