Pages that link to "Item:Q5398357"
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The following pages link to INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (Q5398357):
Displaying 32 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)
- The exact density of the sum of independent skew normal random variables (Q730509) (← links)
- Provisioning against borrowers default risk (Q903327) (← links)
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
- Modeling the number of hidden events subject to observation delay (Q1740546) (← links)
- Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- An individual claims reserving model for reported claims (Q2066783) (← links)
- Stochastic reserving using policyholder information via EM algorithm (Q2110756) (← links)
- Neural networks applied to chain-ladder reserving (Q2323655) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Individual loss reserving using paid-incurred data (Q2513626) (← links)
- Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
- Leveraging high-resolution weather information to predict hail damage claims: a spatial point process for replicated point patterns (Q2682985) (← links)
- Stochastic Loss Reserving in Discrete Time: Individual vs. Aggregate Data Models (Q3462360) (← links)
- Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
- On the relationship between classical chain ladder and granular reserving (Q4577201) (← links)
- Machine learning in individual claims reserving (Q4583615) (← links)
- A TREE-BASED ALGORITHM ADAPTED TO MICROLEVEL RESERVING AND LONG DEVELOPMENT CLAIMS (Q4972123) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- Collective reserving using individual claims data (Q5083395) (← links)
- THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING (Q5157773) (← links)
- Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation (Q5379157) (← links)
- Estimating IBNR claim counts using different levels of data aggregation (Q5866139) (← links)
- Stochastic loss reserving using individual information model with over-dispersed Poisson (Q5880116) (← links)
- Individual claims reserving using activation patterns (Q6201528) (← links)
- A machine learning approach for individual claims reserving in insurance (Q6574619) (← links)
- Micro-level reserving for general insurance claims using a long short-term memory network (Q6581500) (← links)
- Modeling Payment Frequency for Loss Reserves Based on Dynamic Claim Scores (Q6640248) (← links)
