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Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem · Study

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ArticleContinuous Chain Ladder: Reformulating and generalizing a classical insurance problem

María Dolores Martínez Miranda2013

Article2013

Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem

María Dolores Martínez Miranda · Jens Perch Nielsen · Stefan Sperlich · Richard J. Verrall

34 citations·0/0 files stored·Expert Systems with Applications

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Probability and Risk Models Insurance and Financial Risk Management Insurance, Mortality, Demography, Risk Management

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References

2002Stochastic Claims Reserving in General Insurance 2011Parametric mortality improvement rate modelling and projecting 2008Identification of the age-period-cohort model and the extended chain-ladder model 2008Forecasting with the age-period-cohort model and the extended chain-ladder model 1989A state space representation of the chain ladder linear model 2011Time-varying effects in the analysis of customer loyalty: A case study in insurance 1986A contribution to modelling of IBNR claims 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts

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Year2013

Typearticle

Published2013-04-19

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations34

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.eswa.2013.04.006

openalex_workW2054380326

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