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

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)

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Cited in

(5)

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

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