Infinitely stochastic micro reserving

Maciak, M; Okhrin, O; Pesta, M

Pesta, M (corresponding author), Sokolovska 49-83, Prague 18675 8, Czech Republic.

INSURANCE MATHEMATICS & ECONOMICS, 2021; 100 (): 30

Abstract

Stochastic forecasting and risk valuation are now front burners in alist of applied and theoretical sciences. In this work, we propose anunconventiona......

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