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20062026
most citedChain ladder method: Bayesian bootstrap versus classical bootstrap

38 citations · 104 across the 32 of their papers we have counts for

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stat.ME2025

State-Space Representation of INGARCH Models and Their Application in Insurance

Jae Youn Ahn, Hong Beng Lim, Mario V. Wüthrich

Integer-valued generalized autoregressive conditional heteroskedastic (INGARCH) models are a popular framework for modeling serial dependence in count time-series. While convenient…