swMATH11087CRANDCLMaRDI QIDQ23037FDOQ23037
Claims Reserving under the Double Chain Ladder Model
Maria Dolores Martinez-miranda
Last update: 5 May 2022
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.1.2
Official website: http://cran.r-project.org/web/packages/DCL/index.html
Source code repository: https://github.com/cran/DCL
Cited In (35)
- Regression based reserving models and partial information
- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
- Asymptotics for in-sample density forecasting
- In-sample forecasting applied to reserving and mesothelioma mortality
- Collective reserving using individual claims data
- The collective reserving model
- Explicit moments for a class of micro-models in non-life insurance
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE
- Micro-level stochastic loss reserving for general insurance
- In-sample forecasting: a brief review and new algorithms
- On the relationship between classical chain ladder and granular reserving
- Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Claims Reserving with a Stochastic Vector Projection
- Smooth backfitting in additive inverse regression
- A collective reserving model with claim openness
- actuar
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- ChainLadder
- Machine learning in individual claims reserving
- Dispersion modelling of outstanding claims with double Poisson regression models
- LRMoE
- SynthETIC
- \texttt{SynthETIC}: an individual insurance claim simulator with feature control
- A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL
- An individual claims reserving model for reported claims
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models
- hirem
- Individual loss reserving with the multivariate skew normal framework
- Double Chain Ladder and Bornhuetter-Ferguson
- Individual loss reserving using paid-incurred data
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
- The geometric chain-ladder
- A hierarchical reserving model for reported non-life insurance claims
- Double chain ladder, claims development inflation and zero-claims
This page was built for software: DCL
