Pages that link to "Item:Q3632873"
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The following pages link to Prediction of Outstanding Liabilities II. Model Variations and Extensions (Q3632873):
Displayed 19 items.
- Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective (Q320254) (← links)
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models (Q321018) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
- Prediction in a non-homogeneous Poisson cluster model (Q743133) (← links)
- Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Prediction of components in random sums (Q2397965) (← links)
- Individual loss reserving using paid-incurred data (Q2513626) (← links)
- Prediction in a mixed Poisson cluster model (Q3186008) (← links)
- The Markov consistency of Archimedean survival processes (Q3188571) (← links)
- Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (Q3462360) (← links)
- Reinsurance control in a model with liabilities of the fractional Brownian motion type (Q3505202) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- RUIN PROBABILITY UNDER COMPOUND POISSON MODELS WITH RANDOM DISCOUNT FACTOR (Q4460798) (← links)
- Micro-level stochastic loss reserving for general insurance (Q4576873) (← links)
- A model study about the applicability of the Chain Ladder method (Q4576909) (← links)
- Dam rain and cumulative gain (Q5072615) (← links)
- INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357) (← links)