Stochastic claims inflation in IBNR
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF02808326.pdf
Reference14 articles.
1. Dhaene, J. (1989): Stochastic interest rates and autoregressive integrated moving average processes. ASTIN bulletin.
2. Doray, L. G. (1996): UMVUE of the IBNR reserve in a lognormal linear regression model. INSURANCE: Mathematics & Economics.
3. Fuller, W. A. (1976): Introduction to statistical time series. John Wiley, New York.
4. Goovaerts, M. and De Schepper, A. (1997): IBNR reserves under stochastic interest rates. ASTIN colloquium at Cairns.
5. Institute of Actuaries (1997): Claims reserving manual. Part 1–2. London.
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1. Additional on “stochastic claims inflation in IBNR”;Blätter der DGVFM;2000-04
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