Prediction of claim numbers based on hazard rates

DOI10.1016/S0167-6687(98)00022-5MaRDI QIDQ1276458zbMATH OpenFDO

Authors Jaap Spreeuw, Marc J. Goovaerts

Publication date 27 January 1999

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

zbMATH Keywords

semiparametric estimationloss reservingproportional hazard ratesIBNR

Mathematics Subject Classification ID

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

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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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