Diagonal effects in claims reserving
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Recommendations
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Cites work
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- An extended quasi-likelihood function
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Chain ladder, marginal sum and maximum likelihood estimation
- Forecasting with the age-period-cohort model and the extended chain-ladder model
- Identification of the age-period-cohort model and the extended chain-ladder model
- Non-life insurance mathematics. An introduction with stochastic processes.
Cited in
(7)- Modeling accounting year dependence in runoff triangles
- Credibility claims reserving with stochastic diagonal effects
- Double chain ladder, claims development inflation and zero-claims
- Calendar year effect modeling for claims reserving in HGLM
- Dependence modelling on loss triangles: copula regression with unobserved effect
- A chain ladder method using prior information on calendar year effects
- Assessing inflation risk in non-life insurance
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