A marked Cox model for the number of IBNR claims: theory (Q343960): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6654895
@@ Property / zbMATH DE Number: 6654895 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+IBNR claims
@@ Property / zbMATH Keywords: IBNR claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+loss reserving
@@ Property / zbMATH Keywords: loss reserving / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cox model
@@ Property / zbMATH Keywords: Cox model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hidden Markov chain
@@ Property / zbMATH Keywords: hidden Markov chain / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+temporal dependence
@@ Property / zbMATH Keywords: temporal dependence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Pascal mixture
@@ Property / zbMATH Keywords: Pascal mixture / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2016.03.016
+Normal rank
@@ Property / OpenAlex ID @@
+W3122354522
@@ Property / OpenAlex ID: W3122354522 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5790734
@@ Property / cites work: Q5790734 / rank @@
+Normal rank
@@ Property / cites work @@
+Micro-level stochastic loss reserving for general insurance
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+A micro-level claim count model with overdispersion and reporting delays
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
+Normal rank
@@ Property / cites work @@
+Q4229047
@@ Property / cites work: Q4229047 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5601161
@@ Property / cites work: Q5601161 / rank @@
+Normal rank
@@ Property / cites work @@
+An individual loss reserving model with independent reporting and settlement
+Normal rank
@@ Property / cites work @@
+Q4000186
@@ Property / cites work: Q4000186 / rank @@
+Normal rank
@@ Property / cites work @@
+Loss Models
@@ Property / cites work: Loss Models / rank @@
+Normal rank
@@ Property / cites work @@
+Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims
+Normal rank
@@ Property / cites work @@
+Non-life insurance mathematics. An introduction with the Poisson process
+Normal rank
@@ Property / cites work @@
+Prediction of Outstanding Liabilities II. Model Variations and Extensions
+Normal rank
@@ Property / cites work @@
+A Bayesian Log-Normal Model for Multivariate Loss Reserving
+Normal rank
@@ Property / cites work @@
+Risk processes with non-stationary Hawkes claims arrivals
+Normal rank
@@ Property / cites work @@
+Q4851818
@@ Property / cites work: Q4851818 / rank @@
+Normal rank
@@ Property / cites work @@
+A Robustification of the Chain-Ladder Method
@@ Property / cites work: A Robustification of the Chain-Ladder Method / rank @@
+Normal rank
@@ Property / cites work @@
+Q3071121
@@ Property / cites work: Q3071121 / rank @@
+Normal rank
@@ Property / cites work @@
+ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS
+Normal rank
@@ Property / cites work @@
+Q2852072
@@ Property / cites work: Q2852072 / rank @@
+Normal rank
@@ Property / cites work @@
+Applying copula models to individual claim loss reserving methods
+Normal rank
@@ Property / cites work @@
+Semiparametric model for prediction of individual claim loss reserving
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:343960