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
Chunjuan Qiu, Jinlong Huang, Xian Zhou, Xianyi Wu
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
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
- Title not available (Why is that?)
- 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 (9)
- Continuous chain-ladder with paid data
- Estimation of Poisson-Dirichlet parameters with monotone missing data
- Stochastic reserving using policyholder information via EM algorithm
- Modeling the number of hidden events subject to observation delay
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- A marked Cox model for the number of IBNR claims: theory
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING
- Analysis of IBNR claims in renewal insurance models
- Stochastic loss reserving using individual information model with over-dispersed Poisson
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