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Individual claims reserving using the Aalen Johansen estimator

MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20260001609
003  MAP
005  20260130102727.0
008  260129e20250129bel|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20220005265‎$a‎Bladt, Martin
24510‎$a‎Individual claims reserving using the Aalen Johansen estimator‎$c‎Martin Bladt and Gabriele Pittarello
520  ‎$a‎They formulate a multi-state problem, where the underlying variable is the individual claim size, rather than time. The states in this model represent development periods, and we estimate the cumulative density function of individual claim sizes using the conditional Aalen Johansen method as transition probabilities to an absorbing state
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080629618‎$a‎Reservas técnicas para siniestros
650 4‎$0‎MAPA20080572396‎$a‎Indemnizaciones
650 4‎$0‎MAPA20080611613‎$a‎Modelos probabílisticos
650 4‎$0‎MAPA20080570651‎$a‎Siniestralidad
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20250003316‎$a‎Gestión de riesgos
7001 ‎$0‎MAPA20260001128‎$a‎Pittarello, Gabriele
7102 ‎$0‎MAPA20100017661‎$a‎International Actuarial Association
7730 ‎$w‎MAP20077000420‎$g‎29/01/2025 Volume 55 Issue 1 - January 2025 , p. 29 - 49‎$x‎0515-0361‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association