Compound poisson claims reserving models: extensions and inference
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180031120 | ||
| 003 | MAP | ||
| 005 | 20181108183134.0 | ||
| 008 | 181107e20180903gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20180003103$aMeng, Shengwang | ||
| 245 | 1 | 0 | $aCompound poisson claims reserving models: extensions and inference$cShengwang Meng, Guangyuan Gao |
| 520 | $aThis paper considers compound Poisson claims reserving models applied to the paid claims and to the number of payments run-off triangles. It extends the standard Poisson-gamma assumption to account for over-dispersion in the payment counts and to account for various mean and variance structures in the individual payments. | ||
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080597665$aMétodos estadísticos | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080567118$aReclamaciones | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1137-1156 |