Evaluation of individual RBNS loss reserving based on generalized linear model

zbMATH Open1413.62117MaRDI QIDQ4642883FDOQ4642883

Authors: Linna Zhang, Limin Wen, Wei Wang, Jiang-Feng Wang 

Publication date: 25 May 2018

Recommendations

• Individual RBNS loss reserving in a discrete time model
• A linear prediction model for RBNS
• Estimation of IBNR and RBNS reserve by detailed conditioning method
• Prediction of RBNS and IBNR claims using claim amounts and claim counts
• Semiparametric model for prediction of individual claim loss reserving

zbMATH Keywords

asymptotic normalitygeneralized linear modelmaximum likelihood estimationindividual claim

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (5)

• The impacts of individual information on loss reserving
• On the distribution of discounted loss reserves using generalized linear models
• Estimation of IBNR and RBNS reserve by detailed conditioning method
• A linear prediction model for RBNS
• Individual RBNS loss reserving in a discrete time model

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