A linear prediction model for RBNS

zbMATH Open1240.91082MaRDI QIDQ3109331FDOQ3109331

Authors: Xueli Yu, Xianyi Wu 

Publication date: 27 January 2012

Recommendations

• Evaluation of individual RBNS loss reserving based on generalized linear model
• Prediction of RBNS and IBNR claims using claim amounts and claim counts
• Individual RBNS loss reserving in a discrete time model
• Lognormal mixed models for reported claims reserves
• An Individual Claims Reserving Model

zbMATH Keywords

linear predictionchain ladderclaims reserves

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (7)

• Collective reserving using individual claims data
• Estimation of IBNR and RBNS reserve by detailed conditioning method
• Lognormal mixed models for reported claims reserves
• Evaluation of individual RBNS loss reserving based on generalized linear model
• Individual RBNS loss reserving in a discrete time model
• Polya tree priors and their estimation with multi-group data
• Prediction of RBNS and IBNR claims using claim amounts and claim counts

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