Prediction uncertainty in stochastic claims reserving methods

Metadata Label Value
Author(s): Alai, Daniel Hakim
Publisher: ETH
Citation:

Alai, Daniel Hakim. Prediction uncertainty in stochastic claims reserving methods. ETH (2009). http://dx.doi.org/10.3929/ethz-a-005978771

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (164.42KB) , Fulltext (1.38MB)
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Detailed Information

Metadata Description
Title Prediction uncertainty in stochastic claims reserving methods
Author(s) Alai, Daniel Hakim
Publication Place Zürich
Publisher ETH
Publication Date 2009
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 18735, 2009
Language English
DOI http://dx.doi.org/10.3929/ethz-a-005978771
Subject(s) Applied Mathematics
Mathematical Statistics
Keyword(s) CAPITAL ACCOUNTS
RESERVE ACCOUNTS
FULLY-FUNDED BASIS
ACTUARIAL THEORY
GENERALIZED LINEAR MODELS
MATHEMATICAL STATISTICS
STOCHASTIC MODELS
STOCHASTIC SIMULATION
PROBABILITY THEORY
Description File Name MIME Type Size
Abstract   eth-734-01.pdf application/pdf 164.42KB
Fulltext   eth-734-02.pdf application/pdf 1.38MB
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E-Collection record created: Sat, 13 Feb 2010, 05:33:46 CET