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Volumn 95, Issue 4, 2008, Pages 979-986

Identification of the age-period-cohort model and the extended chain-ladder model

Author keywords

Age period cohort model; Chain ladder model; Identification

Indexed keywords

LEXIS;

EID: 57249114750     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asn026     Document Type: Article
Times cited : (80)

References (9)
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  • 3
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    • CLAYTON, D.1    SCHIFFLERS, E.2
  • 5
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    • Stochastic claims reserving in general insurance
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    • ENGLAND, P.D.1    VERRALL, R.J.2
  • 6
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    • The estimation of age, period and cohort effects for vital rates
    • HOLFORD, T. R. (1983). The estimation of age, period and cohort effects for vital rates. Biometrics 39, 311-24.
    • (1983) Biometrics , vol.39 , pp. 311-324
    • HOLFORD, T.R.1
  • 7
    • 0001280137 scopus 로고
    • Statistical inference in the Lexis diagram
    • KEIDING, N. (1990). Statistical inference in the Lexis diagram. Phil. Trans. R. Soc. A 332, 487-509.
    • (1990) Phil. Trans. R. Soc. A , vol.332 , pp. 487-509
    • KEIDING, N.1
  • 8
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    • R DEVELOPMENT CORE TEAM, Vienna: R Foundation for Statistical Computing
    • R DEVELOPMENT CORE TEAM. (2006). R: A Language and Environment for Statistical Computing. Vienna: R Foundation for Statistical Computing.
    • (2006) R: A Language and Environment for Statistical Computing
  • 9
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    • ZEHNWIRTH, B. (1994). Probabilistic development factor models with applications to loss reserve variability, prediction intervals, and risk based capital. Casualty Actuar. Soc. Forum: 1994 Spring Forum, 447-605.
    • ZEHNWIRTH, B. (1994). Probabilistic development factor models with applications to loss reserve variability, prediction intervals, and risk based capital. Casualty Actuar. Soc. Forum: 1994 Spring Forum, 447-605.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.