Modeling Dependence between Loss Triangles
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10920277.2012.10590633
Reference25 articles.
1. The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles
2. MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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