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Cites work
- scientific article; zbMATH DE number 227027 (Why is no real title available?)
- A bivariate shot noise self-exciting process for insurance
- A marked Cox model for the number of IBNR claims: estimation and application
- A marked Cox model for the number of IBNR claims: theory
- A tree-based algorithm adapted to microlevel reserving and long development claims
- An Individual Claims Reserving Model
- An Introduction to the Theory of Point Processes
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Applying copula models to individual claim loss reserving methods
- Asymptotic consistency and inconsistency of the chain ladder
- Changepoint estimation for dependent and non-stationary panels.
- Changepoint in dependent and non-stationary panels
- Conditional least squares and copulae in claims reserving for a single line of business
- Consistent parametric estimation of the intensity of a spatial-temporal point process
- Exact simulation of Hawkes process with exponentially decaying intensity
- Filtered likelihood for point processes
- Incomplete interdirections and lift-interdirections
- Individual loss reserving using paid-incurred data
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling
- Maximum Likelihood Estimation of Misspecified Models
- Micro-level stochastic loss reserving for general insurance
- Modeling dependencies in claims reserving with GEE
- Modelling prescription behaviour of general practitioners
- Multivariate Hawkes processes: an application to financial data
- Mutual excitation in Eurozone sovereign CDS
- Neural network embedding of the over-dispersed Poisson reserving model
- Nuisance-parameter-free changepoint detection in non-stationary series
- On Lewis' simulation method for point processes
- On the total claim amount for marked Poisson cluster models
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Prediction of outstanding payments in a Poisson cluster model
- Random measures, theory and applications
- Regression Methods for Poisson Process Data
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- Semiparametric model for prediction of individual claim loss reserving
- Some limit theorems for Hawkes processes and application to financial statistics
- Spectra of some self-exciting and mutually exciting point processes
- Stochastic Limit Theory
- Stochastic claims reserving methods in insurance
- The asymptotic behaviour of maximum likelihood estimators for stationary point processes
- The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure
- Two-step estimation for inhomogeneous spatial point processes
- Two-step estimation procedures for inhomogeneous shot-noise Cox processes
Cited in
(6)- Collective reserving using individual claims data
- Maximum likelihood with a time varying parameter
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- A collective reserving model with claim openness
- Quasi-likelihood estimation in volatility models for semi-continuous time series
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
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