Statistical estimation methods benchmarking in R using insurance claims data

DOI10.14708/MA.V51I2.7153MaRDI QIDQ6576923zbMATH OpenFDO

Authors Teuta Budlla, Kleida Haxhi, Etleva Llagami, Endri Raco, Oriana Zacaj

Publication date 23 July 2024

Published in Mathematica Applicanda (Search for Journal in Brave)

zbMATH Keywords

generalized linear modelsexponential dispersion familychain ladder methodclaims reserve

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Analytic and bootstrap estimates of prediction errors in claims reserving
• Maximum likelihood and estimation efficiency of the chain ladder
• Taylor approximations for model uncertainty within the Tweedie exponential dispersion family

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