On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906): Difference between revisions

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+Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
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+Micro-level stochastic loss reserving for general insurance
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+Risk Classification for Claim Counts
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+Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
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+Bivariate lower and upper orthant value-at-risk
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+Rank-based methods for modeling dependence between loss triangles
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+Hierarchical Insurance Claims Modeling
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+Dependence Modeling with Copulas
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+Q5789918
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+Q2915817
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+Double Chain Ladder
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+Double Chain Ladder and Bornhuetter-Ferguson
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+Multivariate modelling of multiple guarantees in motor insurance of a household
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+INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
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+Multilevel modeling of insurance claims using copulas
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+Q4043845
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+Q2852072
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+Applying copula models to individual claim loss reserving methods
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