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simple “least-squares estimation/multivariate normal simulation” procedure produces an efficient parameters estimator. There …-interpretation of the estimation/simulation problem. The computational procedure is obtained introducing a simple modification into …
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Tra i metodi di stima puntuale della riserva sinistri nell’assicurazione danni `e largamente utilizzato, in particolare dalle compagnie italiane, un approccio noto come “metodo di Fisher- Lange” (FL). L’FL `e un metodo “a costi medi”, nel senso che la valutazione degli impegni di...
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