Stochastic claims reserving in insurance using random effects
Year of publication: |
2017
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Authors: | Gerthofer, Michal ; Pešta, Michal |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 26.2017, 5, p. 542-560
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Subject: | claims reserving | non-life insurance | dependency modelling | random effects | mixed models | GLM | GLMM | panel data | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Panel | Panel study |
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