Nonlinear models in claim reserving

被引:0
|
作者
Kremer, E [1 ]
机构
[1] Univ Hamburg, Inst Math Stochast, D-20146 Hamburg, Germany
关键词
run off triangle; prediction; weighted least squares; normal equations; chain ladder; autoregressive models; kernel method;
D O I
10.1016/S0362-546X(97)00334-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
[No abstract available]
引用
收藏
页码:4735 / 4739
页数:5
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