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Double Chain Ladder and Bornhuetter-Ferguson
9 references·0 citing·24 second hop
Double Chain Ladder and Bornhuetter-Ferguson (2013)Double Chain Ladder and Bornhuetter-Fergu…Double Chain Ladder (2012)Double Chain LadderCash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers (2011)Cash Flow Simulation for a Mo…Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prediction of RBNS and IBNR C…Chain-Ladder as Maximum Likelihood Revisited (2009)Chain-Ladder as Maximum Likel…The Prediction Error of Bornhuetter/Ferguson (2008)The Prediction Error of Bornh…A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)A Bayesian Generalized Linear…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Analytic and bootstrap estima…Chain ladder and maximum likelihood (1991)Chain ladder and maximum like…A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Simple Parametric Model for…Stochastic Claims Reserving in General Insurance (2002)Stochastic claims reserving methods in insurance (2008)Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem (2013)Individual loss reserving using paid–incurred data (2014)A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (2019)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Bootstrap Methodology in Claim Reserving (2003)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)A Stochastic Model Underlying the Chain-Ladder Technique (1998)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)Excess of loss reinsurance under joint survival optimality (2006)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method (2012)Non-Life Insurance: Mathematics & Statistics (2013)IBNR-claims and the two-way model of ANOVA (1982)Insurance: Mathematics and Economics (2004)Dependent Loss Reserving using Copulas (2011)Neural Network Embedding of the Over-Dispersed Poisson Reserving Model (2018)Identification of the age-period-cohort model and the extended chain-ladder model (2008)A stochastic method for claims reserving in general insurance (1990)A marked Cox model for the number of IBNR claims: Theory (2016)Forecasting in an Extended Chain-Ladder-Type Model (2010)
this work references cited by second hop

References

  • 1999Analytic and bootstrap estimates of prediction errors in claims reserving207 cited
  • 1991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves103 cited
  • 2004A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving87 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2012Double Chain Ladder55 cited
  • 1991Chain ladder and maximum likelihood48 cited
  • 2008The Prediction Error of Bornhuetter/Ferguson46 cited
  • 2009Chain-Ladder as Maximum Likelihood Revisited39 cited
  • 2011Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers32 cited

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