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

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+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W3106909083
@@ Property / OpenAlex ID: W3106909083 / rank @@
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@@ 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
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+Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
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+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 @@
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@@ Property / cites work @@
+Q2852072
@@ Property / cites work: Q2852072 / rank @@
+Normal rank