Kernel Poisson regression machine for stochastic claims reserving

DOI10.1016/J.JKSS.2010.01.004MaRDI QIDQ744581zbMATH OpenOpenAlexFDO

Authors Jooyong Shim, Changha Hwang

Publication date 25 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2010.01.004

zbMATH Keywords

penalized likelihoodPoisson regressionkernel machinechain laddercanonical parameterclaims reservingcross-validation function

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 823069 (Why is no real title available?)
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Claims reserving and generalised additive models
• Introduction to linear regression analysis.
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some results on Tchebycheffian spline functions and stochastic processes
• Theoretical foundations of the potential function method in pattern recognition learning
• Which stochastic model is underlying the chain ladder method?

Cited in

(4)

• Neural network embedding of the over-dispersed Poisson reserving model
• scientific article; zbMATH DE number 4129861 (Why is no real title available?)
• Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL

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