An individual loss reserving model with independent reporting and settlement (Q495477): Difference between revisions
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Property / author | |||
Property / author: Jinlong Huang / rank | |||
Property / author | |||
Property / author: Jinlong Huang / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6481775 / rank | |||
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Property / zbMATH Keywords | |||
individual data | |||
Property / zbMATH Keywords: individual data / rank | |||
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Property / zbMATH Keywords | |||
loss reserving | |||
Property / zbMATH Keywords: loss reserving / rank | |||
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Property / zbMATH Keywords | |||
IBNR reserve | |||
Property / zbMATH Keywords: IBNR reserve / rank | |||
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Property / zbMATH Keywords | |||
maximum likelihood estimator | |||
Property / zbMATH Keywords: maximum likelihood estimator / rank | |||
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Property / zbMATH Keywords | |||
asymptotic normality | |||
Property / zbMATH Keywords: asymptotic normality / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.010 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W560647157 / rank | |||
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Property / cites work | |||
Property / cites work: Lognormal Mixed Models for Reported Claims Reserves / rank | |||
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Property / cites work | |||
Property / cites work: Micro-level stochastic loss reserving for general insurance / rank | |||
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Property / cites work: Using expected loss ratios in reserving / rank | |||
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Property / cites work | |||
Property / cites work: Q2915817 / rank | |||
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Property / cites work | |||
Property / cites work: An Individual Claims Reserving Model / rank | |||
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Property / cites work: A contribution to modelling of IBNR claims / rank | |||
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Property / cites work: Prediction of Outstanding Liabilities II. Model Variations and Extensions / rank | |||
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Property / cites work: Asymptotic Statistics / rank | |||
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Property / cites work: An investigation into stochastic claims reserving models and the chain-ladder technique. / rank | |||
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Property / cites work: Q3071121 / rank | |||
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Property / cites work: Q2852072 / rank | |||
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links / mardi / name | links / mardi / name | ||
Revision as of 18:58, 10 July 2024
scientific article
Language | Label | Description | Also known as |
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English | An individual loss reserving model with independent reporting and settlement |
scientific article |
Statements
An individual loss reserving model with independent reporting and settlement (English)
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14 September 2015
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individual data
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loss reserving
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IBNR reserve
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maximum likelihood estimator
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asymptotic normality
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