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The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas
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The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas (1989)The Claims Reserving Problem in Non-Life …Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalPoint Processes and Queues: Martingale Dynamics. (1983)Point Processes and Queues: M…Point Processes and Queues (1981)Point Processes and QueuesAn introduction to mathematical risk theory (1979)An introduction to mathematic…Recent Challenges in Actuarial Science (2021)Recent Challenges in Actuaria…Individual Loss Reserving Using a Gradient Boosting-Based Approach (2019)Individual Loss Reserving Usi…A machine learning approach for individual claims reserving in insurance (2019)A machine learning approach f…Neural networks applied to chain–ladder reserving (2018)Neural networks applied to ch…INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)INDIVIDUAL LOSS RESERVING WIT…Dam rain and cumulative gain (2008)Dam rain and cumulative gainClaims Reserving in Continuous Time; A Nonparametric Bayesian Approach (1996)Claims Reserving in Continuou…Delay in claim settlement and ruin probability approximations (1995)Delay in claim settlement and…Diffusion approximations in collective risk theory (1969)Aspects of Risk Theory (1991)Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Shot-noise queueing models (2021)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)Stochastic Claims Reserving in General Insurance (2002)An Individual Claims History Simulation Machine (2018)The Variance Gamma (V.G.) Model for Share Market Returns (1990)The Variance Gamma Process and Option Pricing (1998)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Informed traders (2008)Archimedean survival processes (2012)ALGORITHMIC TRADING WITH LEARNING (2016)Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Self-Annuitization and Ruin in Retirement (2000)Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004)The Private Market for Long‐Term Care Insurance in the United States: A Review of the Evidence (2009)Non-Life Insurance Pricing with Generalized Linear Models (2010)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Bayesian Estimation of Outstanding Claim Reserves (2002)Applying copula models to individual claim loss reserving methods (2009)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)DeepTriangle: A Deep Learning Approach to Loss Reserving (2019)
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References

  • 1981Point Processes and Queues1,652 cited
  • 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 2008Scandinavian Actuarial Journal261 cited

Cited by

  • 1996Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach74 cited
  • 2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
  • 2018Neural networks applied to chain–ladder reserving62 cited
  • 2019A machine learning approach for individual claims reserving in insurance60 cited
  • 2008Dam rain and cumulative gain57 cited
  • 1995Delay in claim settlement and ruin probability approximations47 cited
  • 2021Recent Challenges in Actuarial Science41 cited
  • 2019Individual Loss Reserving Using a Gradient Boosting-Based Approach36 cited

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