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Stochastic claims reserving methods in insurance

Section: Books
Title: Stochastic claims reserving methods in insurance / Mario W. Wütrich, Michael MerzAuthor: Wüthrich, Mario
Publication: Sussex : John Wiley & Sons, 2008Physical description: 424 p. ; 25 cm.Notes: Sumario: Introduction and Notation -- Basic methods -- Chain ladder models -- Bayesian models -- Distributional models -- Generalized linear models -- Bootstrap methods -- Multivariate reserving methods -- Selected topics I: chain-ladder methods -- Selected topics II: individual claims development processes -- Statistical diagnostics -- AppendixMateria / lugar / evento: Matemática del seguro Matemática financiera Modelo estocástico Métodos actuariales Reservas técnicas para siniestros Indemnizaciones Otros autores: Merz, Michael
Other categories: 6Standard numbers: ISBN 978-0-470-72346-3
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Holdings:
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 6 WÜT STO — Record number: 046241
Loan: AvailableAvailable