Stochastic chain-ladder reserving with modeled general inflation
Year of publication: |
2023
|
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Authors: | DeFelice, Massimo ; Moriconi, Franco |
Subject: | claims reserving | general inflation | claims inflation | stochastic chain-ladder | reserve risk | nominal interest rates | real interest rates | Inflation | Zins | Interest rate | Realzins | Real interest rate | Theorie | Theory | Stochastischer Prozess | Stochastic process | Währungsreserven | Foreign exchange reserves |
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