FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
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Cites work
- A class of autoregressive models for predicting the final claims amount
- A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
- A marked Cox model for the number of IBNR claims: estimation and application
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Applying copula models to individual claim loss reserving methods
- Approximating fragmented functional data by segments of Markov chains
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Asymptotic consistency and inconsistency of the chain ladder
- Claims reserving and generalised additive models
- Classification using censored functional data
- Collective reserving using individual claims data
- Conditional least squares and copulae in claims reserving for a single line of business
- Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited
- Finite-sample consistency of combination-based permutation tests with application to repeated measures designs
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- Individual loss reserving using paid-incurred data
- Infinitely stochastic micro reserving
- Machine learning in individual claims reserving
- Micro-level stochastic loss reserving for general insurance
- Modeling dependencies in claims reserving with GEE
- Prediction of RBNS and IBNR claims using claim amounts and claim counts
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- Stochastic claims reserving methods in insurance
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- The collective reserving model
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor
- Which stochastic model is underlying the chain ladder method?
Cited in
(6)- Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
- Quasi-likelihood estimation in volatility models for semi-continuous time series
- Bagging and regression trees in individual claims reserving
- Hurdle GARCH models for nonnegative time series
- Individual claims reserving using the Aalen-Johansen estimator
- Tensor changepoint detection and eigenbootstrap
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