Operational time and in-sample density forecasting

Author:

Lee Young K.,Mammen Enno,Nielsen Jens P.,Park Byeong U.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A semi-parametric claims reserving model with monotone splines;Annals of Operations Research;2024-05-06

2. Calendar effect and in-sample forecasting;Insurance: Mathematics and Economics;2021-01

3. Smooth Backfitting of Proportional Hazards With Multiplicative Components;Journal of the American Statistical Association;2020-05-18

4. In-Sample Hazard Forecasting Based on Survival Models with Operational Time;Risks;2020-01-03

5. Continuous chain-ladder with paid data;Scandinavian Actuarial Journal;2019-12-06

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