Prediction of RBNS and IBNR claims using claim amounts and claim counts
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Publication:3071121
DOI10.2143/AST.40.2.2061139zbMATH Open1235.91109MaRDI QIDQ3071121FDOQ3071121
Authors: Richard Verrall, Jens Perch Nielsen, Anders Hedegaard Jessen 
Publication date: 1 February 2011
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- Estimation of IBNR and RBNS reserve by detailed conditioning method
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- Analysis of IBNR claims in renewal insurance models
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- Stochastic loss reserving using individual information model with over-dispersed Poisson
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- Prediction of Outstanding Claims: A Hierarchical Credibility Approach
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- A hierarchical reserving model for reported non-life insurance claims
- Predictive distributions for reserves which separate true IBNR and IBNER claims
- Double chain ladder, claims development inflation and zero-claims
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