Reserve Risk Modeling of Unreported Claims Based On Unaggregated Data
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31140%2F08%3A00030386" target="_blank" >RIV/61384399:31140/08:00030386 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Reserve Risk Modeling of Unreported Claims Based On Unaggregated Data
Original language description
Basic themes of document: IBNR; reserve risk; stochastic model; internal model
Czech name
Modelování rizika rezerv na nehlášené škody založené na neagregovaných datech
Czech description
Hlavní témata dokumentu: IBNR; riziko rezerv; stochastické modely; interní model
Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
IASC 2008
ISBN
978-4-9904445-1-8
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
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Publisher name
Japanese Society of Computational Statistics
Place of publication
Yokohama
Event location
Yokohama
Event date
Dec 5, 2008
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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