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A class of autoregressive models for predicting the final claims amount |
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| Authors: | Erhard Kremer |
| Institution: | University of Hamburg, West Germany |
| Abstract: | We treat one of the main problems of insurance mathematics, i.e. the problem of calculating loss-reserves, and investigate a general class of autoregressive models for predicting the final claims amounts of a collection of risks. |
| Keywords: | Autoregressive model Loss-reserves |
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