An Effective Bayesian GLM Approach for IBNR Claim Count Estimation
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Cites work
- A marked Cox model for the number of IBNR claims: estimation and application
- A marked Cox model for the number of IBNR claims: theory
- A modelling approach for correcting reporting delays in disease surveillance data
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Collective reserving using individual claims data
- Estimating IBNR claim counts using different levels of data aggregation
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- Individual loss reserving using paid-incurred data
- Individual loss reserving with the multivariate skew normal framework
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Micro-level stochastic loss reserving for general insurance
- On the relationship between classical chain ladder and granular reserving
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- Stochastic claims reserving via a Bayesian spline model with random loss ratio effects
- The collective reserving model
- The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor
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