Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays (Q4990501): Difference between revisions

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scientific article; zbMATH DE number 7352450

Language	Label	Description	Also known as
English	Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays	scientific article; zbMATH DE number 7352450

Statements

instance of

scholarly article

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title

Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays (English)

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Scandinavian Actuarial Journal

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publication date

28 May 2021

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zbMATH Keywords

reserving

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reporting delay

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truncation

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censoring

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CART

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03461238.2020.1793218

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cites work

Continuous chain-ladder with paid data

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The Nash bargaining solution vs. equilibrium in a reinsurance syndicate

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Q3327527

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Q5654899

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Analytic and bootstrap estimates of prediction errors in claims reserving

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Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data

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On the relationship between classical chain ladder and granular reserving

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Random survival forests

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A censored copula model for micro-level claim reserving

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Tree-based censored regression with applications in insurance

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A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS

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Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process

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Tree-based multivariate regression and density estimation with right-censored data

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Uniform Representation of Product‐Limit Integrals with Applications

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A note on the product-limit estimator under right censoring and left truncation

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The collective reserving model

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Machine learning in individual claims reserving

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Neural networks applied to chain-ladder reserving

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Identifiers

zbMATH Open document ID

1468.91126

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DOI

10.1080/03461238.2020.1793218

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4990501

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+W3022255990
@@ Property / OpenAlex ID: W3022255990 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous chain-ladder with paid data
@@ Property / cites work: Continuous chain-ladder with paid data / rank @@
+Normal rank
@@ Property / cites work @@
+The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
+Normal rank
@@ Property / cites work @@
+Q3327527
@@ Property / cites work: Q3327527 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5654899
@@ Property / cites work: Q5654899 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic and bootstrap estimates of prediction errors in claims reserving
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
+Normal rank
@@ Property / cites work @@
+On the relationship between classical chain ladder and granular reserving
+Normal rank
@@ Property / cites work @@
+Random survival forests
@@ Property / cites work: Random survival forests / rank @@
+Normal rank
@@ Property / cites work @@
+A censored copula model for micro-level claim reserving
+Normal rank
@@ Property / cites work @@
+Tree-based censored regression with applications in insurance
+Normal rank
@@ Property / cites work @@
+A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS
+Normal rank
@@ Property / cites work @@
+Valuation and risk assessment of disability insurance using a discrete time trivariate Markov renewal reward process
+Normal rank
@@ Property / cites work @@
+Tree-based multivariate regression and density estimation with right-censored data
+Normal rank
@@ Property / cites work @@
+Uniform Representation of Product‐Limit Integrals with Applications
+Normal rank
@@ Property / cites work @@
+A note on the product-limit estimator under right censoring and left truncation
+Normal rank
@@ Property / cites work @@
+The collective reserving model
@@ Property / cites work: The collective reserving model / rank @@
+Normal rank
@@ Property / cites work @@
+Machine learning in individual claims reserving
@@ Property / cites work: Machine learning in individual claims reserving / rank @@
+Normal rank
@@ Property / cites work @@
+Neural networks applied to chain-ladder reserving
@@ Property / cites work: Neural networks applied to chain-ladder reserving / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4990501