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Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework
16 references·2 citing·39 second hop
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References

  • 1999An Introduction to Copulas7,743 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2008Stochastic claims reserving methods in insurance289 cited
  • 2008Hierarchical Insurance Claims Modeling188 cited
  • 1999A longitudinal data analysis interpretation of credibility models113 cited
  • 2001Introduction to Dynamic Financial Analysis98 cited
  • 2008Copula, marginal distributions and model selection: a Bayesian note97 cited
  • 2011Modelling Operational Risk Using Bayesian Inference95 cited
  • 2004A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving87 cited
  • 2002Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty79 cited
  • 2009Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models77 cited
  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2004Munich chain ladder72 cited
  • 2009Applying copula models to individual claim loss reserving methods

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66 cited

Cited by

  • 2020On the use of Archimedean copulas for insurance modelling28 cited
  • 2013Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks18 cited