Abstract
AbstractWe present some relatively simple structural ideas about how probabilistic modeling, and in particular, the modern theory of point processes and martingales, can be used in the estimation of claims reserves.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference16 articles.
1. Point Processes and Queues
2. Rantala J. (1984) An application of stochastic control theory to insurance business. Acta Universitatis Tamperensis A, 164 (Academic dissertation).
Cited by
65 articles.
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