Claim reserving with fuzzy regression and Taylor's geometric separation method
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Publication:865619
DOI10.1016/J.INSMATHECO.2006.03.004zbMath1273.91234OpenAlexW2021606373MaRDI QIDQ865619
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
Related Items (6)
A fuzzy multifactor asset pricing model ⋮ Fuzzy risk adjusted performance measures: application to hedge funds ⋮ Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method ⋮ A variable spread fuzzy linear regression model with higher explanatory power and forecasting accuracy ⋮ Combining chain-ladder claims reserving with fuzzy numbers ⋮ An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
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