A censored copula model for micro-level claim reserving (Q2421392): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Created claim: Wikidata QID (P12): Q128119719, #quickstatements; #temporary_batch_1722838931121
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: timereg / rank
 
Normal rank
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/10.1016/j.insmatheco.2019.04.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2936420023 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation of conditional copulas / 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: On Inconsistency of Breslow's Estimator as an Estimator of the Hazard Rate in the Cox Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3855979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a Copula when a Covariate Affects only Marginal Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non‐parametric Copula Estimation Under Bivariate Censoring / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation from Incomplete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unified methods for censored longitudinal data and causality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tree-based censored regression with applications in insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic regression models for survival data. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: U-processes: Rates of convergence / 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: Individual loss reserving using paid-incurred data / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the weak convergence of the empirical conditional copula under a simplifying assumption / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of empirical copula processes under non-restrictive smoothness assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform Representation of Product‐Limit Integrals with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inferences on the Association Parameter in Copula Models for Bivariate Survival Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Processes with Applications to Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The central limit theorem under random censorship / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3838097 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4944577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the product-limit estimator under right censoring and left truncation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation in copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applying copula models to individual claim loss reserving methods / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128119719 / rank
 
Normal rank

Latest revision as of 08:22, 5 August 2024

scientific article
Language Label Description Also known as
English
A censored copula model for micro-level claim reserving
scientific article

    Statements

    A censored copula model for micro-level claim reserving (English)
    0 references
    0 references
    17 June 2019
    0 references
    claim reserving
    0 references
    copula models
    0 references
    Kaplan-Meier estimator
    0 references
    censoring
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers