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Stochastic Payments per Claim Incurred
Gao, Guangyuan - 2018
We propose a Bayesian model to quantify the uncertainty associated with the payments per claim incurred (PPCI) algorithm. Founded on the PPCI algorithm, two sub-models are proposed for the number of reported claims run-off triangle and the PPCI run-off triangle. Then the model for the claims...
Persistent link: https://www.econbiz.de/10012932421
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Stochastic payments per claim incurred
Gao, Guangyuan; Meng, Shengwang; Shi, Yanlin - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10012180600
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On the approximation of random variables by stochastic integrals with respect to semimartingales
Christopeit, Norbert - 1994
Persistent link: https://www.econbiz.de/10000891108
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The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896409
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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986
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Sharing stochastic trends
Pellegrini, Guido - 1992 - Rev
Persistent link: https://www.econbiz.de/10000861948
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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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Stochastic energy demand and the stabilization value of energy storage
Tsur, Yaʿaḳov; Zemel, Amos - 1993
Persistent link: https://www.econbiz.de/10000865880
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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The optimal production and capacity investment under stochastic prices
Dai, Guangcui - 1993
Persistent link: https://www.econbiz.de/10000869440