Pages that link to "Item:Q5490572"

The following pages link to The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (Q5490572):

Displaying 18 items.

• A general multivariate chain ladder model (Q661202) (← links)
• Multivariate loss prediction in the multivariate additive model (Q849587) (← links)
• Loss prediction based on run-off triangles (Q1633246) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
• Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model (Q2364008) (← links)
• Univariate and multivariate claims reserving with generalized link ratios (Q2657017) (← links)
• Risk Management and Capital Allocation for Non-Life Insurance Companies (Q4561919) (← links)
• A QUANTITATIVE STUDY OF CHAIN LADDER BASED PRICING APPROACHES FOR LONG-TAIL QUOTA SHARES (Q4563740) (← links)
• MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (Q4563750) (← links)
• Bifurcation of attritional and large losses in an additive IBNR environment (Q4575368) (← links)
• COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
• A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error (Q5019746) (← links)
• Prediction Error of the Multivariate Chain Ladder Reserving Method (Q5022534) (← links)
• Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics (Q5079112) (← links)
• APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING (Q5157772) (← links)
• A Bayesian Log-Normal Model for Multivariate Loss Reserving (Q5168689) (← links)
• Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis (Q5379180) (← links)
• Copula based Bayesian data analysis of loss reserving (Q6552977) (← links)