A micro-level claim count model with overdispersion and reporting delays
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Publication:2374091
DOI10.1016/J.INSMATHECO.2016.07.002zbMATH Open1371.91077OpenAlexW3123426247MaRDI QIDQ2374091FDOQ2374091
Benjamin Avanzi, Xinda Yang, Bernard Wong
Publication date: 14 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11343/243005
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Cited In (18)
- A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
- Continuous chain-ladder with paid data
- Regime-Switching Periodic Models For Claim Counts
- Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
- Modeling the occurrence of events subject to a reporting delay via an EM algorithm
- Modeling the number of hidden events subject to observation delay
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL
- Analysis of an aggregate loss model in a Markov renewal regime
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- Statistical inference for partially observed Markov-modulated diffusion risk model
- A marked Cox model for the number of IBNR claims: theory
- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- On the analysis of time dependent claims in a class of birth process claim count models
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