Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference23 articles.
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3. Shrinkage estimators for covariance matrices;Daniels;Biometrics,2001
4. Management strategies in multi-year enterprise risk management;Diers;Geneva Pap. Risk Insurance Issues Pract.,2011
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1. Pricing Dynamics and Solvency in Insurance: Capital Allocation, Surplus and Insurance Cycle;Asia-Pacific Journal of Risk and Insurance;2021-06-28
2. Analyzing Large Workers’ Compensation Claims Using Generalized Linear Models and Monte Carlo Simulation;Safety;2018-12-01
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