Claims Reserving with a Stochastic Vector Projection
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Publication:4567958
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Cites work
- scientific article; zbMATH DE number 3967770 (Why is no real title available?)
- scientific article; zbMATH DE number 42097 (Why is no real title available?)
- A general multivariate chain ladder model
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Double chain ladder
- Matrix Algebra
- On the estimation of reserves from loglinear models
- Regression modeling with actuarial and financial applications.
- Stochastic claims reserving methods in insurance
- The standard error of chain ladder reserve estimates: recursive calculation and inclusion of a tail factor
- Which stochastic model is underlying the chain ladder method?
Cited in
(7)- Simulation based comparison of stochastic claims reserving models in general insurance
- scientific article; zbMATH DE number 3936330 (Why is no real title available?)
- Regression based reserving models and partial information
- Stochastic incremental approach for modelling the claims reserves
- Univariate and multivariate claims reserving with generalized link ratios
- Stochastie Scadeninflation in IBNR;Stochastic claims inflation in IBNR
- A loss reserving method for incomplete claim data
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