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Multivariate loss prediction in the multivariate additive model
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Multivariate loss prediction in the multivariate additive model (2006)Multivariate loss prediction in the multi…Encyclopedia of Actuarial Science (2006)Encyclopedia of Actuarial Sci…The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (2004)The Prediction Error of the C…Munich chain ladder (2004)Munich chain ladderDistribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)Prediction Error of the Multivariate Chain Ladder Reserving Method (2008)Dependence modelling in multivariate claims run-off triangles (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)The one-year non-life insurance risk (2009)Paid–incurred chain claims reserving method (2010)DeepTriangle: A Deep Learning Approach to Loss Reserving (2019)Weighted premium calculation principles (2007)Weighted risk capital allocations (2008)Ripple effect quantification by supplier risk exposure assessment (2019)
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References

  • 2006Encyclopedia of Actuarial Science258 cited
  • 2004Munich chain ladder72 cited
  • 2004The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles63 cited

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