Pages that link to "Item:Q5168689"

The following pages link to A Bayesian Log-Normal Model for Multivariate Loss Reserving (Q5168689):

Displaying 27 items.

• A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
• Prediction error for credible claims reserves: an \(h\)-likelihood approach (Q487577) (← links)
• A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
• Assessing inflation risk in non-life insurance (Q903336) (← links)
• Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
• A review of Bayesian asymptotics in general insurance applications (Q1707556) (← links)
• Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping (Q1799645) (← links)
• Modeling accounting year dependence in runoff triangles (Q1936468) (← links)
• Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves (Q2155848) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← 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)
• BAYESIAN CHAIN LADDER MODELS (Q4563729) (← links)
• CREDIBILITY CLAIMS RESERVING WITH STOCHASTIC DIAGONAL EFFECTS (Q4563741) (← links)
• MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
• EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS (Q4563787) (← links)
• BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
• COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
• A non-convex regularization approach for stable estimation of loss development factors (Q5014498) (← links)
• Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics (Q5079112) (← links)
• Continuous chain-ladder with paid data (Q5123184) (← links)
• A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES (Q5157771) (← links)
• APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772) (← links)
• Credibility in Loss Reserving (Q5379176) (← links)
• Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)
• A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY (Q5410251) (← links)
• An incremental loss ratio method using prior information on calendar year effects (Q6173882) (← links)