Prediction of claim numbers based on hazard rates

DOI10.1016/S0167-6687(98)00022-5zbMATH Open0948.62074MaRDI QIDQ1276458FDOQ1276458

Authors: Jaap Spreeuw, Marc J. Goovaerts 

Publication date: 27 January 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

semiparametric estimationloss reservingproportional hazard ratesIBNR

Mathematics Subject Classification ID

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

Cites Work

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Cited In (5)

• Forecasting product liability claims. Epidemiology and modeling in the Manville asbestos case. Foreword by the honorable Jack B. Weinstein.
• Applying copula models to individual claim loss reserving methods
• Semiparametric model for prediction of individual claim loss reserving
• An application of randomly truncated data models in reserving IBNR claims
• PREDICTIVE CLAIM SCORES FOR DYNAMIC MULTI-PRODUCT RISK CLASSIFICATION IN INSURANCE

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