Claim reserving using distance-based generalized linear models

DOI10.1007/978-3-319-41582-6_10MaRDI QIDQ5280084zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

generalized linear modelsdistance-based predictionchain-ladderreservingnonlife insurance\texttt{dbstats}bootstrapping pairs

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Generalized linear models (logistic models) (62J12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
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Cites work

• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
• An investigation into stochastic claims reserving models and the chain-ladder technique.
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Assessing the importance of risk factors in distance-based generalized linear models
• Global and local distance-based generalized linear models
• Selection of Predictors in Distance-Based Regression

Cited in

(7)

• Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
• Semiparametric model for prediction of individual claim loss reserving
• A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
• Assessing the importance of risk factors in distance-based generalized linear models
• Statistical estimation methods benchmarking in R using insurance claims data
• A generalized linear model with smoothing effects for claims reserving
• On the distribution of discounted loss reserves using generalized linear models

Describes a project that uses

Uses Software

• R
• dbstats

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