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Proceedings of the Casualty Actuarial Society
January 01, 2016 EDT

An Extension to the Cape-Cod Method with Credibility Weighted Smoothing

Uri Korn,
Loss ReservingCredibilitySmoothingKalman FilterTrend
CAS Forum
Korn, Uri. 2016. “An Extension to the Cape-Cod Method with Credibility Weighted Smoothing.” CAS Forum 2016 (January).
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