New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
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Cites work
- scientific article; zbMATH DE number 5843399 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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- Forecasting runoff triangles
- Generalized Linear Models beyond the Exponential Family with Loss Reserve Applications
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- Mean absolute percentage error and bias in economic forecasting
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- Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis
- Modeling loss data using composite models
- PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE
- Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
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- The case for objective Bayesian analysis
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Cited in
(7)- Forecasting runoff triangles
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
- A non-convex regularization approach for stable estimation of loss development factors
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Loss prediction based on run-off triangles
- An incremental loss ratio method using prior information on calendar year effects
- scientific article; zbMATH DE number 2101240 (Why is no real title available?)
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