Claims reserving by using log-Gaussian process regression

DOI10.4310/SII.260601225950MaRDI QIDQ7323626zbMATH OpenFDO

Authors ZhiYi Lu, Luotong Tang

Publication date 1 September 2026

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.260601225950

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Accounting year effects modeling in the stochastic chain ladder reserving method
• An incremental loss ratio method using prior information on calendar year effects
• Calendar year effect modeling for claims reserving in HGLM
• Credibility claims reserving with stochastic diagonal effects
• Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
• Forecasting runoff triangles
• Gaussian processes for machine learning.
• Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
• Pattern recognition and machine learning.
• Stochastic claims reserving methods in insurance

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