Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
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Recommendations
- Claim reserving using distance-based generalized linear models
- Copula models for estimating outstanding claim provisions
- Dispersion modelling of outstanding claims with double Poisson regression models
- Generalized linear models for dependent frequency and severity of insurance claims
- A generalized linear model with smoothing effects for claims reserving
- Claims reserving in the hierarchical generalized linear model framework
- A bootstrap estimate of the predictive distribution of outstanding claims for the Schnieper model
- Generalised linear models for aggregate claims: to Tweedie or not?
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- Fitting and validation of a bivariate model for large claims
Cites work
- Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Assessing the importance of risk factors in distance-based generalized linear models
- Claim reserving using distance-based generalized linear models
- Global and local distance-based generalized linear models
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- Selection of Predictors in Distance-Based Regression
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