Claim reserving with fuzzy regression and Taylor's geometric separation method
From MaRDI portal
Publication:865619
DOI10.1016/J.INSMATHECO.2006.03.004zbMATH Open1273.91234OpenAlexW2021606373MaRDI QIDQ865619FDOQ865619
Publication date: 19 February 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.03.004
Recommendations
- Calculating insurance claim reserves with fuzzy regression
- Fuzzy set theory with applications in claims reserving
- Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
- Fuzzy linear regression application in estimating IBNR reserves
- Fuzzy Regression Analysis: An Actuarial Perspective
Cites Work
- Fuzzy data analysis by possibilistic linear models
- A simple method for computation of fuzzy linear regression
- Decision-Making in a Fuzzy Environment
- Outliers detection and confidence interval modification in fuzzy regression.
- Title not available (Why is that?)
- Fuzzy interval analysis
- Title not available (Why is that?)
- A subjective approach for ranking fuzzy numbers
- Fuzzy Financial Pricing of Property-Liability Insurance
- Fuzzy logic in insurance
- On using \(\alpha\)-cuts to evaluate fuzzy equations
- On assessing the \(H\) value in fuzzy linear regression
- Title not available (Why is that?)
- Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods.
- Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks
- Fuzzy linear regression with spreads unrestricted in sign
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
Cited In (7)
- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
- A variable spread fuzzy linear regression model with higher explanatory power and forecasting accuracy
- Fuzzy risk adjusted performance measures: application to hedge funds
- A fuzzy multifactor asset pricing model
- Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
- Calculating insurance claim reserves with fuzzy regression
- Combining chain-ladder claims reserving with fuzzy numbers
This page was built for publication: Claim reserving with fuzzy regression and Taylor's geometric separation method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q865619)
