Nonlinear models in claim reserving

DOI10.1016/S0362-546X(97)00334-9MaRDI QIDQ4378711zbMATH OpenOpenAlexWikidataFDO

Authors Erhard Kremer

Publication date 5 March 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(97)00334-9

zbMATH Keywords

autoregressive modelschain ladderkernel methodloss reservingnormal equationspredictionrun off triangleweighted least squares

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• scientific article; zbMATH DE number 3936330
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Cites work

• A class of autoregressive models for predicting the final claims amount
• scientific article; zbMATH DE number 4129861 (Why is no real title available?)
• scientific article; zbMATH DE number 599628 (Why is no real title available?)
• Minimum distance loss-reserving
• Random coefficient autoregressive loss reserving

Cited in

(13)

• Claims reserving and generalised additive models
• Entropy programming modeling of IBNR claims reserves
• On the calculation of prospective and retrospective reserves in non-Markov models
• A generalized linear model with smoothing effects for claims reserving
• The multi-year non-life insurance risk in the additive loss reserving model
• scientific article; zbMATH DE number 4129861 (Why is no real title available?)
• Claims Reserving in Non-life Insurance: A Fully Bayesian Model
• Nonlinear reserving in life insurance: aggregation and mean-field approximation
• Threshold lossreserving
• scientific article; zbMATH DE number 3936330 (Why is no real title available?)
• Unallocated loss adjustment expense reserving
• Modelación predictiva de siniestros en seguros de no vida
• Semiparametric model for prediction of individual claim loss reserving

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