A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (Q4972122): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1017/asb.2019.15 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3122852120 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5790734 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Micro-level stochastic loss reserving for general insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A micro-level claim count model with overdispersion and reporting delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: A marked Cox model for the number of IBNR claims: theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regression Analysis of Count Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4792001 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Composite Likelihood Approach in Fitting Spatial Point Process Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive moving-average processes with negative-binomial and geometric marginal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4523870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Log Gaussian Cox Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shot noise Cox processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4450533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prediction of Outstanding Liabilities II. Model Variations and Extensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation and Model Selection for Neyman‐Scott Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4851818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Robustification of the Chain-Ladder Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3071121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds for convolutional codes and an asymptotically optimum decoding algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Step Estimation for Inhomogeneous Spatial Point Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2852072 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neural networks applied to chain-ladder reserving / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden Markov Models for Time Series / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 02:35, 21 July 2024

scientific article; zbMATH DE number 7135577
Language Label Description Also known as
English
A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
scientific article; zbMATH DE number 7135577

    Statements

    A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 November 2019
    0 references
    IBNR claims
    0 references
    loss reserving
    0 references
    Cox model
    0 references
    hidden Markov chain
    0 references
    temporal dependence
    0 references
    Pascal mixture
    0 references
    EM algorithm
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers