Modeling dependencies in claims reserving with GEE
Year of publication: |
2013
|
---|---|
Authors: | Hudecová, Šárka ; Pešta, Michal |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 786-794
|
Subject: | Claims reserving | Dependency modeling | Generalized estimating equations | Model selection criterion | Mean square error estimation | Schätztheorie | Estimation theory |
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