A generalized linear model with smoothing effects for claims reserving
DOI10.1016/J.INSMATHECO.2011.01.012zbMATH Open1218.91069OpenAlexW2063788249MaRDI QIDQ2276256FDOQ2276256
Authors: Susanna Björkwall, Esbjörn Ohlsson, Ola G. Hössjer, Richard Verrall 
Publication date: 1 August 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/3842/1/IME_Smoothed_GLM_SB_OH_EO_RV_Revised_version.pdf
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Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Longitudinal data analysis using generalized linear models
- Stochastic claims reserving methods in insurance
- Akaike's information criterion in generalized estimating equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- IBNR-claims and the two-way model of ANOVA
- Claims reserving and generalised additive models
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
- Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
Cited In (10)
- Modeling dependencies in claims reserving with GEE
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
- Claims reserving in the hierarchical generalized linear model framework
- Second-order Bayesian revision of a generalised linear model
- On the distribution of discounted loss reserves using generalized linear models
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
- APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING
- NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES
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