mCube: a multinomial micro-level reserving model
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MCube: a multinomial micro-level reserving model
Cites work
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
- A data driven binning strategy for the construction of insurance tariff classes
- A hierarchical reserving model for reported non-life insurance claims
- A marked Cox model for the number of IBNR claims: theory
- An individual claims reserving model for reported claims
- Collective reserving using individual claims data
- Estimation of the extreme-value index and generalized quantile plots
- Greedy function approximation: A gradient boosting machine.
- Hierarchical insurance claims modeling
- Individual loss reserving with the multivariate skew normal framework
- Infinitely stochastic micro reserving
- Instance-based credit risk assessment for investment decisions in P2P lending
- Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
- Micro-level stochastic loss reserving for general insurance
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Paid-incurred chain claims reserving method
- Predictive distributions for reserves which separate true IBNR and IBNER claims
- Statistical Analysis of Financial Data in S-Plus
- Statistics of Extremes
- Stochastic claims reserving methods in insurance
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
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