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Claims Reserving when there are Negative Values in the Development Triangle
development of stochastic reserving models, Taylor (2000), Kass et. al. (2001), England and Verrall (2002) ... origin (or accident year) i. Thus }s,...,t,k,...,i;Z{ it 11 == where s = maximum number of years (sub periods) ...- Authors: Enrique de Alba
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Forecasting