On the distribution of discounted loss reserves using generalized linear models

Author: Tom Hoedemakers   Jan Beirlant   Marc J. Goovaerts   Jan Dhaene  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2005, Iss.1, 2005-01, pp. : 25-45

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Abstract