A class of autoregressive models for predicting the final claims amount-Reference-Cited by-同舟云学术

A class of autoregressive models for predicting the final claims amount

Published:1984-04 Issue:2 Volume:3 Page:111-119
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Kremer Erhard

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference23 articles.

1. Claims reserves in casualty insurance based on a probabilistic model;Bühlmann;Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker,1980

2. A random coefficients approach to claims reserving;De Jong,1983

3. Estimation of IBNR claims by least squares;De Vylder;Mitteilungen der Vereinigung schweizerischer Versicherungsmathematiker,1978

4. Estimation of IBNR claims by credibility theory;De Vylder;Insurance: Mathematics and Economics,1982

5. Ruin theory in the linear model;Gerber;Insurance: Mathematics and Economics,1982

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