A generalized linear model with smoothing effects for claims reserving
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Publication:2276256
DOI10.1016/J.INSMATHECO.2011.01.012zbMATH Open1218.91069OpenAlexW2063788249MaRDI QIDQ2276256FDOQ2276256
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Cites work
- scientific article; zbMATH DE number 3458075 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- Akaike's information criterion in generalized estimating equations
- Claims reserving and generalised additive models
- IBNR-claims and the two-way model of ANOVA
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
- Longitudinal data analysis using generalized linear models
- Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
- Stochastic claims reserving methods in insurance
Cited in
(13)- Applying state space models to stochastic claims reserving
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
- Second-order Bayesian revision of a generalised linear model
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- Modeling dependencies in claims reserving with GEE
- Statistical estimation methods benchmarking in R using insurance claims data
- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
- Claim reserving using distance-based generalized linear models
- Claims reserving in the hierarchical generalized linear model framework
- Calendar year effect modeling for claims reserving in HGLM
- On the distribution of discounted loss reserves using generalized linear models
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
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