Modelling negatives in stochastic reserving models

DOI10.1016/j.insmatheco.2005.11.006zbMath1096.62106OpenAlexW1971248866MaRDI QIDQ2499832

Michael Kunkler

Publication date: 14 August 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.11.006

zbMATH Keywords

mixture modelsclaims reservinggeneralised linear modelsstochastic claims reserving models

Mathematics Subject Classification ID

Related Items (1)

Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach

Uses Software

• BayesDA

Cites Work

• On the estimation of reserves from loglinear models
• Claims reserving and generalised additive models
• Modelling zeros in stochastic reserving models.
• Which stochastic model is underlying the chain ladder method?
• Analytic and bootstrap estimates of prediction errors in claims reserving
• An investigation into stochastic claims reserving models and the chain-ladder technique.
• IBNR-claims and the two-way model of ANOVA
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Modelling negatives in stochastic reserving models