Semiparametric model for prediction of individual claim loss reserving

DOI10.1016/j.insmatheco.2009.02.009zbMath1231.91259MaRDI QIDQ659084

Xian Zhou, Xiao Bing Zhao, Jinglong Wang

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.02.009

zbMATH Keywords

local likelihood; loss reserving; aggregated claim model; IBNR claim; individual claim loss model; semiparametric structure

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62P05: Applications of statistics to actuarial sciences and financial mathematics

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