A robustification of the chain-ladder method
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Publication:5029068
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Cites work
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- A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
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- An adjusted boxplot for skewed distributions
- An investigation into stochastic claims reserving models and the chain-ladder technique.
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- Bounds on the estimation error in the chain ladder method
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- Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method
- Least-absolute-deviations fits for generalized linear models
- Longitudinal data analysis using generalized linear models
- On the estimation of reserves from loglinear models
- Robust Inference for Generalized Linear Models
- Robust Regression for Clustered Data with Application to Binary Responses
- Robust Statistics
- Robust Statistics
- Robust covariance estimates based on resampling
- Robust measures of tail weight
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment
Cited in
(19)- Robust estimation of reserve risk
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- Robust paradigm applied to parameter reduction in actuarial triangle models
- Detection and correction of outliers in the bivariate chain-ladder method
- Applying state space models to stochastic claims reserving
- Micro-level stochastic loss reserving for general insurance
- scientific article; zbMATH DE number 5274743 (Why is no real title available?)
- A comparative analysis of the estimaion of outstanding claims reserving methods in the conditions of non-life insurance service termination
- A marked Cox model for the number of IBNR claims: estimation and application
- Estimation of outstanding claims reserving based on inflation risk on car insurance companies by using the bootstrap method
- Bounds on the estimation error in the chain ladder method
- A BIFURCATION APPROACH FOR ATTRITIONAL AND LARGE LOSSES IN CHAIN LADDER CALCULATIONS
- A marked Cox model for the number of IBNR claims: theory
- Holt-winters method for run-off triangles in claims reserving
- Robust bootstrap procedures for the chain-ladder method
- Robust loss reserving in a log-linear model
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving
- A hierarchical reserving model for reported non-life insurance claims
- On the impact of outliers in loss reserving
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