A marked Cox model for the number of IBNR claims: theory (Q343960): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5790734 / 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: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A micro-level claim count model with overdispersion and reporting delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspects of risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4229047 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5601161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An individual loss reserving model with independent reporting and settlement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4000186 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-life insurance mathematics. An introduction with the Poisson process / 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: A Bayesian Log-Normal Model for Multivariate Loss Reserving / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk processes with non-stationary Hawkes claims arrivals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4851818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Robustification of the Chain-Ladder Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3071121 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2852072 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applying copula models to individual claim loss reserving methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric model for prediction of individual claim loss reserving / rank
 
Normal rank

Latest revision as of 23:17, 12 July 2024

scientific article
Language Label Description Also known as
English
A marked Cox model for the number of IBNR claims: theory
scientific article

    Statements

    A marked Cox model for the number of IBNR claims: theory (English)
    0 references
    0 references
    0 references
    0 references
    21 November 2016
    0 references
    IBNR claims
    0 references
    loss reserving
    0 references
    Cox model
    0 references
    hidden Markov chain
    0 references
    temporal dependence
    0 references
    Pascal mixture
    0 references

    Identifiers