Joint model prediction and application to individual-level loss reserving
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Publication:5067883
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Cites work
- scientific article; zbMATH DE number 1834429 (Why is no real title available?)
- scientific article; zbMATH DE number 2107186 (Why is no real title available?)
- scientific article; zbMATH DE number 2222298 (Why is no real title available?)
- scientific article; zbMATH DE number 2222299 (Why is no real title available?)
- A Joint Model for Survival and Longitudinal Data Measured with Error
- A Semiparametric Likelihood Approach to Joint Modeling of Longitudinal and Time-to-Event Data
- A marked Cox model for the number of IBNR claims: estimation and application
- A marked Cox model for the number of IBNR claims: theory
- A micro-level claim count model with overdispersion and reporting delays
- A tree-based algorithm adapted to microlevel reserving and long development claims
- Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data
- Informative Drop-Out in Longitudinal Data Analysis
- Joint modeling of longitudinal and time-to-event data
- Joint modelling of longitudinal and time-to-event data with application to predicting abdominal aortic aneurysm growth and rupture
- Joint modelling of longitudinal measurements and event time data
- Joint models for longitudinal and time-to-event data. With applications in R
- Longitudinal and Panel Data
- Machine learning in individual claims reserving
- Micro-level stochastic loss reserving for general insurance
- Neural networks applied to chain-ladder reserving
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Shared parameter models under random effects misspecification
- Stochastic claims reserving methods in insurance
- Summarizing insurance scores using a Gini index
Cited in
(12)- Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
- Infinitely stochastic micro reserving
- Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance
- Transaction time models in multi-state life insurance
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- A Relational Data Matching Model for Enhancing Individual Loss Experience: An Example from Crop Insurance
- Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
- Collective reserving using individual claims data
- Multi-state modelling of customer churn
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
- Leveraging Weather Dynamics in Insurance Claims Triage Using Deep Learning
- Ratemaking in a changing environment
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