Stochastic claims reserving methods in insurance
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Publication:2852072
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- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
- Modeling dependencies in claims reserving with GEE
- Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting
- In-sample forecasting applied to reserving and mesothelioma mortality
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Collective reserving using individual claims data
- Asymptotic consistency and inconsistency of the chain ladder
- Joint model prediction and application to individual-level loss reserving
- The impacts of individual information on loss reserving
- A generalized linear model with smoothing effects for claims reserving
- Recursive credibility formula for chain ladder factors and the claims development result
- Stochastic reserving using policyholder information via EM algorithm
- A micro-level claim count model with overdispersion and reporting delays
- Ratemaking in a changing environment
- Claims reserving in the hierarchical generalized linear model framework
- Modeling the occurrence of events subject to a reporting delay via an EM algorithm
- Bayesian chain ladder models
- Claims development result in the paid-incurred chain reserving method
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
- Modeling the number of hidden events subject to observation delay
- From ruin theory to solvency in non-life insurance
- Prediction in a mixed Poisson cluster model
- Univariate and multivariate claims reserving with generalized link ratios
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models
- On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Infinitely stochastic micro reserving
- Micro-level reserving for general insurance claims using a long short-term memory network
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- A New Class of Severity Regression Models with an Application to IBNR Prediction
- Chain ladder and error propagation
- A copula regression for modeling multivariate loss triangles and quantifying reserving variability
- The reserve uncertainties in the chain ladder model of Mack revisited
- Estimating IBNR claim counts using different levels of data aggregation
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
- Prediction error in the overdispersed Poisson model for loss development triangles
- Beyond the Tweedie reserving model: the collective approach to loss development
- A simulation model for calculating solvency capital requirements for non-life insurance risk
- Estimation of Dirichlet process priors with monotone missing data
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- scientific article; zbMATH DE number 5543646 (Why is no real title available?)
- Conditional least squares and copulae in claims reserving for a single line of business
- Applying state space models to stochastic claims reserving
- Micro-level stochastic loss reserving for general insurance
- Loss prediction based on run-off triangles
- Undertaking specific parameters under Solvency II: reduction of capital requirement or not?
- Credibility in Loss Reserving
- On the relationship between classical chain ladder and granular reserving
- Credibility claims reserving with stochastic diagonal effects
- The empirical Bayesian estimate of claim development factors in liability reserve model
- Uncertainty of the claims development result in the chain ladder method
- Statutory regulation of casualty insurance companies: An example from Norway with stochastic programming analysis
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model
- A marked Cox model for the number of IBNR claims: estimation and application
- Claims Reserving with a Stochastic Vector Projection
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- A quantitative study of chain ladder based pricing approaches for long-tail quota shares
- Risk aggregation and stochastic claims reserving in disability insurance
- Credibility for the Chain Ladder Reserving Method
- Semiparametric model for prediction of individual claim loss reserving
- Paid-incurred chain reserving method with dependence modeling
- Claims reserving in general insurance
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- Applications of Statistics in the Field of General Insurance: An Overview
- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis
- Parameter uncertainty and reserve risk under Solvency II
- Risk Management and Capital Allocation for Non-Life Insurance Companies
- Ensemble distributional forecasting for insurance loss reserving
- Provisioning against borrowers default risk
- Parameter reduction in log-normal chain-ladder models
- A special Tweedie sub-family with application to loss reserving prediction error
- A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
- A marked Cox model for the number of IBNR claims: theory
- Holt-winters method for run-off triangles in claims reserving
- Full and 1‐year runoff risk in the credibility‐based additive loss reserving method
- Robust bootstrap procedures for the chain-ladder method
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
- Prediction error for credible claims reserves: an \(h\)-likelihood approach
- Model mortality rates using property and casualty insurance reserving methods
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
- An individual loss reserving model with independent reporting and settlement
- One-year premium risk and emergence pattern of ultimate loss based on conditional distribution
- Analysis of IBNR claims in renewal insurance models
- Robust loss reserving in a log-linear model
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Asymptotic theory for Mack's model
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
- EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS
- Stochastic claims reserving via a Bayesian spline model with random loss ratio effects
- Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
- Bifurcation of attritional and large losses in an additive IBNR environment
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
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