Claims Reserving Using Tweedie's Compound Poisson Model
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Recommendations
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Fitting Tweedie's compound poisson model to insurance claims data
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Poisson compounding of dependent random variables: A stochastic model for total claim costs
- A compound Poisson risk model of a loss-sensitive insurance
- Claims reserving and generalised additive models
- Applications of the classical compound Poisson model with claim sizes following a compound distribution
Cited in
(30)- A Cape Cod model for the exponential dispersion family
- Weighted risk capital allocations in the presence of systematic risk
- An application of randomly truncated data models in reserving IBNR claims
- Modeling dependencies in claims reserving with GEE
- Approximate Bayesian computations to fit and compare insurance loss models
- Generalised linear models for aggregate claims: to Tweedie or not?
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Loss reserves in the light of stochastic processes
- Conditional least squares and copulae in claims reserving for a single line of business
- A special Tweedie sub-family with application to loss reserving prediction error
- Dispersion modelling of outstanding claims with double Poisson regression models
- Diagonal effects in claims reserving
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Taylor approximations for model uncertainty within the Tweedie exponential dispersion family
- Fitting Tweedie's compound poisson model to insurance claims data
- EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- Multivariate Tweedie lifetimes: the impact of dependence
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- A multivariate Tweedie lifetime model: censoring and truncation
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
- Multivariate lifetime distributions for the exponential dispersion family
- Beyond the Tweedie reserving model: the collective approach to loss development
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Dispersion modelling of mortality for both sexes with Tweedie distributions
- A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space
- Insurance risk analysis using tempered stable subordinator
- Claims Reserving with a Robust Generalized Additive Model
- Making Tweedie's compound Poisson model more accessible
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