Forecasting with the age-period-cohort model and the extended chain-ladder model
From MaRDI portal
Publication:3181933
DOI10.1093/biomet/asn038zbMath1437.62516MaRDI QIDQ3181933
No author found.
Publication date: 30 September 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8b968c20c9f2bec61eb77fd03732964da5533a22
62P10: Applications of statistics to biology and medical sciences; meta analysis
Related Items
MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS, CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS, The geometric chain-ladder, Rethinking age-period-cohort mortality trend models, Double chain ladder, claims development inflation and zero-claims, COMMON SHOCK MODELS FOR CLAIM ARRAYS, Longevity Risk and Capital Markets: The 2017–2018 Update, On the Structure and Classification of Mortality Models, Generalized log-normal chain-ladder, Projecting the future burden of cancer: Bayesian age–period–cohort analysis with integrated nested Laplace approximations, Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis, Longevity Risk and Capital Markets: The 2012–2013 Update, An incremental loss ratio method using prior information on calendar year effects, Estimation of a semiparametric multiplicative density model, Editorial: Longevity risk and capital markets: the 2013--14 update, Identification and forecasting in mortality models, Longevity risk and capital markets: the 2015--16 update, Generalised additive dependency inflated models including aggregated covariates, A review and comparison of age-period-cohort models for cancer incidence, Modeling accounting year dependence in runoff triangles, Longevity risk and capital markets: the 2019--20 update, Correlated age-specific mortality model: an application to annuity portfolio management, Pitfalls and merits of cointegration-based mortality models, A nonparametric approach to identify age, time, and cohort effects, In-sample forecasting applied to reserving and mesothelioma mortality, Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type, Calendar effect and in-sample forecasting, Diagonal effects in claims reserving, Over-Dispersed Age-Period-Cohort Models
