Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model (Q5003358): Difference between revisions

@@ Property / author @@
-Q163552
@@ Property / author: Q163552 / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3106909083
@@ Property / OpenAlex ID: W3106909083 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
+Normal rank
@@ Property / cites work @@
+Modeling actuarial data with a composite lognormal-Pareto model
+Normal rank
@@ Property / cites work @@
+Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
+Normal rank
@@ Property / cites work @@
+Collective loss reserving with two types of claims in motor third party liability insurance
+Normal rank
@@ Property / cites work @@
+Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
+Normal rank
@@ Property / cites work @@
+Prediction of Outstanding Liabilities II. Model Variations and Extensions
+Normal rank
@@ Property / cites work @@
+On composite lognormal-Pareto models
@@ Property / cites work: On composite lognormal-Pareto models / rank @@
+Normal rank
@@ Property / cites work @@
+Q2852072
@@ Property / cites work: Q2852072 / rank @@
+Normal rank