State Space Models in Claims Reserving

Active Analytics Ltd: posted 29 Nov 2013 07:27 by Chibisi Chima-Okereke [ updated 29 Nov 2013 07:33 ]

Introduction

In enjoyed the R in Insurance conference in July 2013. I gave a presentation on "A practical approach to claims reserving using state space models with growth curves" which covered using Kalman Filter and particle filters in claims reserving. I attach this PDF of the presentation here.

Enjoy!

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