Semiparametric model for prediction of individual claim loss reserving
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Cites work
- scientific article; zbMATH DE number 1093829 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A comparison of models for the chain--ladder method
- A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
- A contribution to modelling of IBNR claims
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- An Individual Claims Reserving Model
- An application of randomly truncated data models in reserving IBNR claims
- Asymptotic properties of the product limit estimate under random truncation
- Copula credibility for aggregate loss models
- Copula models for estimating outstanding claim provisions
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
- Efficient estimation for the proportional hazards model with interval censoring
- Local Likelihood Estimation
- Local Maximum Likelihood Estimation and Inference
- Local Polynomial Estimation in Multiparameter Likelihood Models
- Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
- Prediction of IBNR claim counts by modelling the distribution of report lags
- Prediction of claim numbers based on hazard rates
- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Stochastic claims reserving methods in insurance
- Survival analysis with long-term survivors
- Understanding Relationships Using Copulas
Cited in
(28)- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model
- Collective reserving using individual claims data
- Joint model prediction and application to individual-level loss reserving
- The impacts of individual information on loss reserving
- A micro-level claim count model with overdispersion and reporting delays
- Infinitely stochastic micro reserving
- Micro-level reserving for general insurance claims using a long short-term memory network
- Micro-level stochastic loss reserving for general insurance
- On the relationship between classical chain ladder and granular reserving
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective
- A tree-based algorithm adapted to microlevel reserving and long development claims
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
- Kernel Poisson regression machine for stochastic claims reserving
- Applying copula models to individual claim loss reserving methods
- Modelación predictiva de siniestros en seguros de no vida
- A marked Cox model for the number of IBNR claims: theory
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores
- Prediction error for credible claims reserves: an \(h\)-likelihood approach
- An individual claims reserving model for reported claims
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- Evaluation of individual RBNS loss reserving based on generalized linear model
- Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model
- Individual loss reserving with the multivariate skew normal framework
- Collective loss reserving with two types of claims in motor third party liability insurance
- Stochastic loss reserving in discrete time: individual vs. aggregate data models
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
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