Claims Reserving with a Robust Generalized Additive Model

DOI10.1080/10920277.2023.2259445MaRDI QIDQ7029852zbMATH OpenFDO

Authors Le Chang, Guangyuan Gao, Yanlin Shi

Publication date 10 February 2025

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2023.2259445

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites work

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Cited in

(2)

• Replicating and Extending Chain-Ladder via an Age–Period–Cohort Structure on the Claim Development in a Run-Off Triangle
• Simulations of Bivariate Archimedean Copulas from Their Nonparametric Generators for Loss Reserving under Flexible Censoring

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