New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
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Publication:5045342
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- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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Cited in
(7)- Loss prediction based on run-off triangles
- Forecasting runoff triangles
- scientific article; zbMATH DE number 2101240 (Why is no real title available?)
- A non-convex regularization approach for stable estimation of loss development factors
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- An incremental loss ratio method using prior information on calendar year effects
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