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20132026
most citedSequential Monte Carlo Samplers for capital allocation under copula-dependent risk models

33 citations · 33 across the 10 of their papers we have counts for

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stat.AP2019

Modelling dependence within and across run-off triangles for claims reserving

Luis E. Nieto-Barajas, Rodrigo S. Targino

We propose a stochastic model for claims reserving that captures dependence along development years within a single triangle. This dependence is of autoregressive form of order …