Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
DOI10.1007/978-3-319-50234-2_8zbMATH Open1383.62234OpenAlexW2777626129MaRDI QIDQ4609753FDOQ4609753
Authors: Teresa Costa, Eva Boj 
Publication date: 26 March 2018
Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-50234-2_8
Recommendations
- Claim reserving using distance-based generalized linear models
- Copula models for estimating outstanding claim provisions
- Dispersion modelling of outstanding claims with double Poisson regression models
- Generalized linear models for dependent frequency and severity of insurance claims
- A generalized linear model with smoothing effects for claims reserving
- Claims reserving in the hierarchical generalized linear model framework
- A bootstrap estimate of the predictive distribution of outstanding claims for the Schnieper model
- Generalised linear models for aggregate claims: to Tweedie or not?
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- Fitting and validation of a bivariate model for large claims
Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Global and local distance-based generalized linear models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Selection of Predictors in Distance-Based Regression
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
- Claim reserving using distance-based generalized linear models
- Assessing the importance of risk factors in distance-based generalized linear models
Cited In (1)
Uses Software
This page was built for publication: Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4609753)
