Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model

Erstveröffentlichung

2017

Authors

Hahn, Lukas

Wissenschaftlicher Artikel

Published in

Insurance: Mathematics and Economics ; 75 (2017). - S. 71-81. - ISSN 0167-6687. - eISSN 1873-5959

Link to publication

https://dx.doi.org/10.1016/j.insmatheco.2017.04.005

Institutions

Institut für Finanz- und Aktuarwissenschaften in Verbindung mit der Universität Ulm (ifa)

Subject headings

[Free subject headings]: Non-life insurance risk | Stochastic claims reserving | Dependent lines of business | Multivariate additive loss reserving model | Multi-year view | prediction | error
[DDC subject group]: DDC 330 / Economics

Metadata

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