Confidence bounds for discounted loss reserves

Insurance: Mathematics and Economics

Volumn 33, Issue 2, 2003, Pages 297-316

  Hoedemakers, Tom ^a   Beirlant, Jan ^a   Goovaerts, Marc J ^a,b   Dhaene, Jan ^a,b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Comonotonicity; Confidence bound; IBNR; Simulation

Indexed keywords

EID: 0242508621     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(03)00155-0     Document Type: Article

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