Lognormal mixed models for reported claims reserves
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Publication:5018705
DOI10.1080/10920277.2006.10596238zbMATH Open1479.91303OpenAlexW1964262753MaRDI QIDQ5018705FDOQ5018705
Authors: Katrien Antonio, J. Beirlant, Tom Hoedemakers, Robert Verlaak 
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
Recommendations
Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Linear mixed models for longitudinal data
- Mixed Models
- Title not available (Why is that?)
- Linear mixed models in practice: a SAS-oriented approach
- A longitudinal data analysis interpretation of credibility models
- Analytic and bootstrap estimates of prediction errors in claims reserving
- IBNR-claims and the two-way model of ANOVA
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Case Studies Using Panel Data Models
- Bayesian Estimation of Outstanding Claim Reserves
- UMVUE of the IBNR reserve in a lognormal linear regression model
- Modelling zeros in stochastic reserving models.
Cited In (18)
- Modeling dependencies in claims reserving with GEE
- Title not available (Why is that?)
- On the independence between risk profiles in the compound collective risk actuarial model
- Claims reserving in the hierarchical generalized linear model framework
- On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- Modelling zeros in stochastic reserving models.
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Modelling negatives in stochastic reserving models
- Bootstrap Mean Squared Error of Prediction in Loss Reserving
- Actuarial statistics with generalized linear mixed models
- An individual loss reserving model with independent reporting and settlement
- New Folded Models for the Log-Transformed Norwegian Fire Claim Data
- A linear prediction model for RBNS
- On the estimation of reserves from loglinear models
- Fitting mixed-effects models when data are left truncated
- A non-linear mixed model approach for excess of loss benchmark rating
- Estimation of loss reserves based on a hierarchical Bayesian model
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