Lognormal Mixed Models for Reported Claims Reserves

DOI10.1080/10920277.2006.10596238zbMath1479.91303OpenAlexW1964262753MaRDI QIDQ5018705

Katrien Antonio, Robert Verlaak, Tom Hoedemakers, Jan Beirlant

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/295601

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (10)

Actuarial statistics with generalized linear mixed models ⋮ On the independence between risk profiles in the compound collective risk actuarial model ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Robust Bayesian analysis of loss reserving data using scale mixtures distributions ⋮ Fitting mixed-effects models when data are left truncated ⋮ An individual loss reserving model with independent reporting and settlement ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ Modeling dependencies in claims reserving with GEE ⋮ Bootstrap Mean Squared Error of Prediction in Loss Reserving ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company

Cites Work

• Unnamed Item
• Random-Effects Models for Longitudinal Data
• A longitudinal data analysis interpretation of credibility models
• Linear mixed models in practice: a SAS-oriented approach
• Modelling zeros in stochastic reserving models.
• UMVUE of the IBNR reserve in a lognormal linear regression model
• Analytic and bootstrap estimates of prediction errors in claims reserving
• IBNR-claims and the two-way model of ANOVA
• Mixed Models
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian Estimation of Outstanding Claim Reserves
• Case Studies Using Panel Data Models
• Linear mixed models for longitudinal data

This page was built for publication: Lognormal Mixed Models for Reported Claims Reserves