Claim reserving using distance-based generalized linear models
DOI10.1007/978-3-319-41582-6_10zbMATH Open1366.62060OpenAlexW2520716943MaRDI QIDQ5280084FDOQ5280084
Authors: Eva Boj, Teresa Costa 
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
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generalized linear modelsdistance-based predictionchain-ladderreservingnonlife insurance\texttt{dbstats}bootstrapping pairs
Nonparametric statistical resampling methods (62G09) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Global and local distance-based generalized linear models
- Title not available (Why is that?)
- Title not available (Why is that?)
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- Selection of Predictors in Distance-Based Regression
- Analytic and bootstrap estimates of prediction errors in claims reserving
- Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Assessing the importance of risk factors in distance-based generalized linear models
Cited In (7)
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
- A generalized linear model with smoothing effects for claims reserving
- Statistical estimation methods benchmarking in R using insurance claims data
- Semiparametric model for prediction of individual claim loss reserving
- On the distribution of discounted loss reserves using generalized linear models
- Assessing the importance of risk factors in distance-based generalized linear models
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
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