A generalized linear model with smoothing effects for claims reserving
From MaRDI portal
Publication:2276256
DOI10.1016/j.insmatheco.2011.01.012zbMath1218.91069OpenAlexW2063788249MaRDI QIDQ2276256
Susanna Björkwall, Esbjörn Ohlsson, Richard J. Verrall, Ola G. Hössjer
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/3842/1/IME_Smoothed_GLM_SB_OH_EO_RV_Revised_version.pdf
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES ⋮ APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING ⋮ Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving ⋮ Modeling dependencies in claims reserving with GEE
Cites Work
- Longitudinal data analysis using generalized linear models
- Claims reserving and generalised additive models
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
- Akaike's Information Criterion in Generalized Estimating Equations
- IBNR-claims and the two-way model of ANOVA
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A generalized linear model with smoothing effects for claims reserving