A micro-level claim count model with overdispersion and reporting delays
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Publication:2374091
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Cites work
- scientific article; zbMATH DE number 3114766 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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Cited in
(23)- Regime-Switching Periodic Models For Claim Counts
- Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
- Joint model prediction and application to individual-level loss reserving
- A marked Cox model for the number of IBNR claims: theory
- The impacts of individual information on loss reserving
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- On the analysis of time dependent claims in a class of birth process claim count models
- A marked Cox model for the number of IBNR claims: estimation and application
- Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
- Micro-level stochastic loss reserving for general insurance
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Statistical inference for partially observed Markov-modulated diffusion risk model
- Estimating IBNR claim counts using different levels of data aggregation
- Continuous chain-ladder with paid data
- Analysis of an aggregate loss model in a Markov renewal regime
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Aggregate claim estimation using bivariate hidden Markov model
- Modeling the number of hidden events subject to observation delay
- Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data
- Modeling the occurrence of events subject to a reporting delay via an EM algorithm
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