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20162026
most citedOptimal control under uncertainty: Application to the issue of CAT bonds

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stat.ME2026

Continuous-time modeling and bootstrap for Schnieper's reserving

Nicolas Baradel

We revisit Schnieper's model, which decomposes incurred but not reported (IBNR) reserves into two components: reserves for newly reported claims (true IBNR) and reserves for change…