Pages that link to "Item:Q3067081"
From MaRDI portal
The following pages link to Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (Q3067081):
Displaying 27 items.
- Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation (Q654840) (← links)
- Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207) (← links)
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models (Q746345) (← links)
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Loss prediction based on run-off triangles (Q1633246) (← links)
- A Cape Cod model for the exponential dispersion family (Q1735039) (← links)
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping (Q1799645) (← links)
- Bayesian model choice of grouped \(t\)-copula (Q1930463) (← links)
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves (Q2155848) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549) (← links)
- Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method (Q3088975) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- Taylor Approximations for Model Uncertainty within the Tweedie Exponential Dispersion Family (Q3653504) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
- BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
- COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE (Q4691250) (← links)
- A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (Q5157771) (← links)
- A Bayesian Log-Normal Model for Multivariate Loss Reserving (Q5168689) (← links)
- Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving (Q5168693) (← links)
- MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS (Q5213446) (← links)
- Credibility in Loss Reserving (Q5379176) (← links)
- Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development (Q5379248) (← links)
- A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251) (← links)
- Model Selection and Averaging in Financial Risk Management (Q5742646) (← links)
- Dispersion modelling of mortality for both sexes with Tweedie distributions (Q5865318) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)