by Jessica Quintanilha Kubrusly, Marina Sequeiros Dias, Marcos de Oliveira Lage Ferreira, Helio Cortes Vieira Lopes
Reference:
A hybrid chain ladder and gaussian process regression method for IBNR estimation (Jessica Quintanilha Kubrusly, Marina Sequeiros Dias, Marcos de Oliveira Lage Ferreira, Helio Cortes Vieira Lopes), In Proceedings of the Fourth Brazilian Conference on Statistical Methobs for Insurance and Finance, IME-USP, 2009.
Bibtex Entry:
@InProceedings{lopes_publication-230,
author = {Kubrusly, Jessica Quintanilha
and Dias, Marina Sequeiros
and Ferreira, Marcos de Oliveira Lage
and Lopes, Helio Cortes Vieira},
title = {A hybrid chain ladder and gaussian process regression method for IBNR estimation},
booktitle = {Proceedings of the Fourth Brazilian Conference on Statistical Methobs for Insurance and Finance},
year = {2009},
publisher = {IME-USP},
address = {S{\~a}o Paulo}
}