Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Second moments of estimates of outstanding claims

1 references·16 citing·28 second hop

FromToDepth

this work references cited by second hop

References

1979Prediction and Improved Estimation in Linear Models441 cited

Cited by

2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
2002Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty79 cited
2003Bootstrap Methodology in Claim Reserving79 cited
1989Chain ladder and interactive modelling. (Claims reserving and GLIM)67 cited
2002Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”66 cited
1990Bayes and Empirical Bayes Estimation for the Chain Ladder Model66 cited
1989A state space representation of the chain ladder linear model65 cited
2002Bayesian Estimation of Outstanding Claim Reserves64 cited
1991On the estimation of reserves from loglinear models61 cited
2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins51 cited
2011A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments50 cited
2012Modeling Dependence between Loss Triangles41 cited
2015Loss Reserving: Past, Present and Future41 cited
1996UMVUE of the IBNR reserve in a lognormal linear regression model

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

39 cited

2009A Robustification of the Chain-Ladder Method36 cited

2021Mind the Gap - Safely Incorporating Deep Learning Models into the Actuarial Toolkit23 cited