Identification of the age-period-cohort model and the extended chain-ladder model
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Publication:134237
DOI10.1093/BIOMET/ASN026zbMATH Open1437.62515OpenAlexW2088257423MaRDI QIDQ134237FDOQ134237
Authors: D. Kuang, B. Nielsen, J. P. Nielsen 
Publication date: 11 November 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asn026
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Cited In (32)
- On the Structure and Classification of Mortality Models
- Asymptotics for in-sample density forecasting
- In-sample forecasting applied to reserving and mesothelioma mortality
- Correlated age-specific mortality model: an application to annuity portfolio management
- Diagonal effects in claims reserving
- Modeling the number of hidden events subject to observation delay
- Regularized bidimensional estimation of the hazard rate
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
- Generalized log-normal chain-ladder
- A nonparametric approach to identify age, time, and cohort effects
- Hierarchical Bayesian modeling of multi-country mortality rates
- CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS
- Calendar effect and in-sample forecasting
- Forecasting with the age-period-cohort model and the extended chain-ladder model
- Penalized smoothing splines resolve the curvature identifiability problem in age-period-cohort models with unequal intervals
- Rethinking age-period-cohort mortality trend models
- Estimation of a semiparametric multiplicative density model
- Ensemble distributional forecasting for insurance loss reserving
- apc
- Longevity Risk Modeling with the Consumer Price Index
- Over-Dispersed Age-Period-Cohort Models
- EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS
- Estimation and extrapolation of time trends in registry data -- borrowing strength from related populations
- Longevity risk and capital markets: the 2015--16 update
- Identification and forecasting in mortality models
- Modeling accounting year dependence in runoff triangles
- Modelling mortality: A bayesian factor-augmented var (favar) approach
- Generalised additive dependency inflated models including aggregated covariates
- The geometric chain-ladder
- COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
- A review and comparison of age-period-cohort models for cancer incidence
- Double chain ladder, claims development inflation and zero-claims
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