Credibility Claims Reserving With Stochastic Diagonal Effects
OPEN ACCESS
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Author / Producer
Date
2015-05
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
45 (2)
Pages / Article No.
309 - 353
Publisher
Cambridge University Press
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Stochastic claims reserving; Dependence structure; Diagonal effects; Credibility theory; Variance estimators
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Published online 27 April 2015. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher