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A stochastic method for claims reserving in general insurance
4 references·6 citing·36 second hop
A stochastic method for claims reserving in general insurance (1990)A stochastic method for claims reserving …Claims reserving, state-space models and the Kalman filter (1983)Claims reserving, state-space…IBNR-claims and the two-way model of ANOVA (1982)IBNR-claims and the two-way m…Risk Theory: The Stochastic Basis of Insurance. (1978)Risk Theory: The Stochastic B…Bayesian Forecasting (1976)Bayesian ForecastingLoss Reserving: Past, Present and Future (2015)Loss Reserving: Past, Present…Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prediction of RBNS and IBNR C…Forecasting Runoff Triangles (2006)Forecasting Runoff TrianglesClaims Reserving Using Tweedie's Compound Poisson Model (2003)Claims Reserving Using Tweedi…Bayesian Estimation of Outstanding Claim Reserves (2002)Bayesian Estimation of Outsta…Chain ladder and maximum likelihood (1991)Chain ladder and maximum like…The Distributed Lag Between Capital Appropriations and Expenditures (1965)Time Series Analysis Forecasting and Control (1971)Time Series Analysis: Forecasting and Control (1977)Chain ladder and interactive modelling. (Claims reserving and GLIM) (1989)Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty (2002)Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting (2023)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Stochastic Claims Reserving in General Insurance (2002)Lognormal Mixed Models for Reported Claims Reserves (2006)A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Stochastic claims reserving methods in insurance (2008)Double Chain Ladder (2012)Individual loss reserving using paid–incurred data (2014)A marked Cox model for the number of IBNR claims: Theory (2016)Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Credibility for the Chain Ladder Reserving Method (2008)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Forecasting, structural time series models and the Kalman filter (1990)Dependence modelling in multivariate claims run-off triangles (2012)Modeling Dependence between Loss Triangles (2012)Time Series Analysis Forecasting and Control. (1971)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)Statistical motor rating: making effective use of your data (1992)Decompounding: an estimation problem for Poisson random sums (2003)Dynamic Stochastic Optimization (2004)A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)Which stochastic model is underlying the chain ladder method? (1994)Bootstrap Methodology in Claim Reserving (2003)Chain-Ladder as Maximum Likelihood Revisited (2009)
this work references cited by second hop

References

  • 1976Bayesian Forecasting671 cited
  • 1982IBNR-claims and the two-way model of ANOVA127 cited
  • 1978Risk Theory: The Stochastic Basis of Insurance.118 cited
  • 1983Claims reserving, state-space models and the Kalman filter88 cited

Cited by

  • 2002Bayesian Estimation of Outstanding Claim Reserves64 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2003Claims Reserving Using Tweedie's Compound Poisson Model56 cited
  • 1991Chain ladder and maximum likelihood48 cited
  • 2006Forecasting Runoff Triangles46 cited
  • 2015Loss Reserving: Past, Present and Future41 cited

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