Stochastic loss reserving using individual information model with over-dispersed Poisson

DOI10.1080/24754269.2021.1898181MaRDI QIDQ5880116zbMATH OpenOpenAlexFDO

Authors Zhigao Wang, Xianyi Wu, Chunjuan Qiu

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/24754269.2021.1898181

zbMATH Keywords

individual information modelloss reservingMSEPover-dispersed Poissonquasi-likelihoodrisk management

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• An individual loss reserving model with independent reporting and settlement
• Applying copula models to individual claim loss reserving methods
• Asymptotic behaviors of stochastic reserving: aggregate versus individual models
• Asymptotic Statistics
• Credible Claims Reserves: the Benktander Method
• Explicit moments for a class of micro-models in non-life insurance
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Individual claims reserving models based on marked Cox processes
• Individual loss reserving using paid-incurred data
• Individual loss reserving with the multivariate skew normal framework
• Micro-level stochastic loss reserving for general insurance
• Modeling the number of hidden events subject to observation delay
• Prediction of Outstanding Liabilities II. Model Variations and Extensions
• Prediction of RBNS and IBNR claims using claim amounts and claim counts
• Stochastic claims reserving methods in insurance
• Stochastic loss reserving in discrete time: individual vs. aggregate data models
• The collective reserving model

Cited in

(2)

• Stochastic reserving using policyholder information via EM algorithm
• A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL

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