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econ.EM2019
Infinitely Stochastic Micro Forecasting
Matúš Maciak, Ostap Okhrin, Michal Pešta
Forecasting costs is now a front burner in empirical economics. We propose an unconventional tool for stochastic prediction of future expenses based on the individual (micro) devel…
econ.EM2018
Dynamic and granular loss reserving with copulae
Matúš Maciak, Ostap Okhrin, Michal Pešta
An intensive research sprang up for stochastic methods in insurance during the past years. To meet all future claims rising from policies, it is requisite to quantify the outstandi…