The impacts of individual information on loss reserving
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Publication:5157773
DOI10.1017/ASB.2020.42zbMATH Open1471.91487OpenAlexW3112955227MaRDI QIDQ5157773FDOQ5157773
Authors: Zhigao Wang, Xianyi Wu, Chunjuan Qiu 
Publication date: 20 October 2021
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2020.42
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Cites Work
- Asymptotic Statistics
- Maximum Likelihood Estimation of Misspecified Models
- Stochastic claims reserving methods in insurance
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Machine learning in individual claims reserving
- Individual loss reserving using paid-incurred data
- An Individual Claims Reserving Model
- Individual loss reserving with the multivariate skew normal framework
- Applying copula models to individual claim loss reserving methods
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- Actuarial Modelling of Claim Counts
- A micro-level claim count model with overdispersion and reporting delays
- A marked Cox model for the number of IBNR claims: theory
- An individual loss reserving model with independent reporting and settlement
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Using expected loss ratios in reserving
- Individual claims reserving models based on marked Cox processes
- Modeling the number of hidden events subject to observation delay
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- An application of two-stage quantile regression to insurance ratemaking
- A New Class of Severity Regression Models with an Application to IBNR Prediction
Cited In (7)
- Collective reserving using individual claims data
- Stochastic reserving using policyholder information via EM algorithm
- Combined modelling of micro-level outstanding claim counts and individual claim frequencies in non-life insurance
- Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models
- An individual loss reserving model with independent reporting and settlement
- Stochastic loss reserving using individual information model with over-dispersed Poisson
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
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