Statistical estimation methods benchmarking in R using insurance claims data

DOI10.14708/MA.V51I2.7153MaRDI QIDQ6576923FDOQ6576923

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)

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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)

Cites Work

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

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