An individual loss reserving model with independent reporting and settlement
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Publication:495477
DOI10.1016/J.INSMATHECO.2015.05.010zbMATH Open1348.62240OpenAlexW560647157MaRDI QIDQ495477FDOQ495477
Authors: Chunjuan Qiu, Xianyi Wu, Xian Zhou, Jinlong Huang 
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.010
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Cites Work
- Asymptotic Statistics
- Stochastic claims reserving methods in insurance
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Loss models. From data to decisions
- An Individual Claims Reserving Model
- A contribution to modelling of IBNR claims
- Micro-level stochastic loss reserving for general insurance
- Prediction of RBNS and IBNR claims using claim amounts and claim counts
- Lognormal mixed models for reported claims reserves
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Using expected loss ratios in reserving
Cited In (19)
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- Continuous chain-ladder with paid data
- Joint model prediction and application to individual-level loss reserving
- The impacts of individual information on loss reserving
- Estimation of Poisson-Dirichlet parameters with monotone missing data
- Stochastic reserving using policyholder information via EM algorithm
- Individual claims reserving models based on marked Cox processes
- An Individual Claims Reserving Model
- Modeling the number of hidden events subject to observation delay
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance
- A collective reserving model with claim openness
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- A marked Cox model for the number of IBNR claims: theory
- Analysis of IBNR claims in renewal insurance models
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Individual RBNS loss reserving in a discrete time model
- Stochastic loss reserving using individual information model with over-dispersed Poisson
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- Estimation of loss reserves based on a hierarchical Bayesian model
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