Pages that link to "Item:Q4576873"

The following pages link to Micro-level stochastic loss reserving for general insurance (Q4576873):

Displaying 50 items.

• Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
• Asymptotic behaviors of stochastic reserving: aggregate versus individual models (Q321018) (← links)
• A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
• An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
• Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data (Q1641142) (← links)
• Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
• Modeling the number of hidden events subject to observation delay (Q1740546) (← links)
• Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
• Explicit moments for a class of micro-models in non-life insurance (Q2010902) (← links)
• Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157) (← links)
• On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
• An individual claims reserving model for reported claims (Q2066783) (← links)
• Stochastic reserving using policyholder information via EM algorithm (Q2110756) (← links)
• A hierarchical reserving model for reported non-life insurance claims (Q2138622) (← links)
• Modeling the occurrence of events subject to a reporting delay via an EM algorithm (Q2163075) (← links)
• Regression based reserving models and partial information (Q2212145) (← links)
• Infinitely stochastic micro reserving (Q2234749) (← links)
• Neural networks applied to chain-ladder reserving (Q2323655) (← links)
• In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
• A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
• A censored copula model for micro-level claim reserving (Q2421392) (← links)
• The collective reserving model (Q2421394) (← links)
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
• Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns (Q2682985) (← links)
• Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (Q3462360) (← links)
• FITTING MIXTURES OF ERLANGS TO CENSORED AND TRUNCATED DATA USING THE EM ALGORITHM (Q4563757) (← links)
• Double chain ladder, claims development inflation and zero-claims (Q4576903) (← links)
• Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
• Berry-Esseen bounds for compound-Poisson loss percentiles (Q4577191) (← links)
• Analysis of IBNR claims in renewal insurance models (Q4577198) (← links)
• On the relationship between classical chain ladder and granular reserving (Q4577201) (← links)
• Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
• Machine learning in individual claims reserving (Q4583615) (← links)
• COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE (Q4691250) (← links)
• A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (Q4972122) (← links)
• A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS (Q4972123) (← links)
• On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
• NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (Q5045342) (← links)
• JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING (Q5067883) (← links)
• A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS (Q5067885) (← links)
• Collective reserving using individual claims data (Q5083395) (← links)
• Continuous chain-ladder with paid data (Q5123184) (← links)
• A New Class of Severity Regression Models with an Application to IBNR Prediction (Q5165010) (← links)
• Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation (Q5379157) (← links)
• Estimating IBNR claim counts using different levels of data aggregation (Q5866139) (← links)
• FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING (Q5866175) (← links)
• Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models (Q5877347) (← links)
• Stochastic loss reserving using individual information model with over-dispersed Poisson (Q5880116) (← links)
• Individual claims reserving using activation patterns (Q6201528) (← links)
• Ratemaking in a changing environment (Q6569740) (← links)