Claim Reserving Using Distance-Based Generalized Linear Models
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Publication:5280084
DOI10.1007/978-3-319-41582-6_10zbMath1366.62060OpenAlexW2520716943MaRDI QIDQ5280084
Publication date: 20 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_10
generalized linear modelsdistance-based predictionchain-ladderreservingnonlife insurance\texttt{dbstats}bootstrapping pairs
Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Nonparametric statistical resampling methods (62G09)
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- Global and local distance-based generalized linear models
- Assessing the importance of risk factors in distance-based generalized linear models
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- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Selection of Predictors in Distance-Based Regression