A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
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Cites work
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- A course in credibility theory and its applications
- Actuarial statistics with generalized linear mixed models
- An extended quasi-likelihood function
- Bayesian chain ladder models
- Bayesian Estimation of Outstanding Claim Reserves
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Claims reserving in the hierarchical generalized linear model framework
- Claims Reserving Using Tweedie's Compound Poisson Model
- Combining generalized linear models and credibility models in practice
- Credibility claims reserving with stochastic diagonal effects
- Credibility for the Chain Ladder Reserving Method
- Credible Claims Reserves: the Benktander Method
- Development pattern and prediction error for the stochastic Bornhuetter-Ferguson claims reserving method
- Double chain ladder
- Exact Credibility and Tweedie Models
- Fitting Tweedie's compound poisson model to insurance claims data
- Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
- Generalized Linear Models with Random Effects
- Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
- scientific article; zbMATH DE number 1253515 (Why is no real title available?)
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
- Lognormal mixed models for reported claims reserves
- Prediction error for credible claims reserves: an h-likelihood approach
- Prediction error of small area predictors shrinking both means and variances
- Prediction of RBNS and IBNR claims using claim amounts and claim counts
- Standard Errors of Prediction in Generalized Linear Mixed Models
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance
- Stochastic claims reserving methods in insurance
Cited in
(9)- Claims reserving in the hierarchical generalized linear model framework
- Prediction of outstanding payments in a Poisson cluster model
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- Calendar year effect modeling for claims reserving in HGLM
- Lognormal mixed models for reported claims reserves
- scientific article; zbMATH DE number 7112559 (Why is no real title available?)
- Modelling claim number using a new mixture model: negative binomial gamma distribution
- Jointly modeling of sleep variables that are objectively measured by wrist actigraphy
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
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