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Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year
(Instituto de Economía Aplicada a la Empresa (Universidad del País Vasco UPV/EHU), 2017-06-13)
[EN] In the current context of Solvency II, insurance companies are required to implement demanding business risk management systems. An important aspect of this risk management is the problem of technical provisions in ...