SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem
13 references·0 citing·41 second hop
Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem (2013)Continuous Chain Ladder: Reformulating an…Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data (2013)Common mortality modeling and…Selecting prospects for cross-selling financial products using multivariate credibility (2012)Selecting prospects for cross…Double Chain Ladder (2012)Double Chain LadderTime-varying effects in the analysis of customer loyalty: A case study in insurance (2011)Time-varying effects in the a…Parametric mortality improvement rate modelling and projecting (2011)Parametric mortality improvem…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…Identification of the age-period-cohort model and the extended chain-ladder model (2008)Identification of the age-per…Forecasting with the age-period-cohort model and the extended chain-ladder model (2008)Forecasting with the age-peri…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Chain ladder and maximum likelihood (1991)Chain ladder and maximum like…A state space representation of the chain ladder linear model (1989)A state space representation …A contribution to modelling of IBNR claims (1986)A contribution to modelling o…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Stochastic claims reserving methods in insurance (2008)Double Chain Ladder and Bornhuetter-Ferguson (2013)Individual loss reserving using paid–incurred data (2014)A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (2019)Recursive Evaluation of a Family of Compound Distributions (1981)Claims reserving, state-space models and the Kalman filter (1983)Risk Theory (1984)Individual Claim Loss Reserving Conditioned by Case Estimates (2008)Broken Limits to Life Expectancy (2002)A cohort-based extension to the Lee–Carter model for mortality reduction factors (2006)A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009)Bayesian Poisson log-bilinear models for mortality projections with multiple populations (2015)Advances in mortality forecasting: introduction (2018)Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks (2021)Brand Loyalty: Measurement and Management (1978)Customer Loyalty: Toward an Integrated Conceptual Framework (1994)A Dynamic Model of the Duration of the Customer's Relationship with a Continuous Service Provider: The Role of Satisfaction (1998)Attaining Customer Loyalty! The Role of Consumer Attitude and Consumer Behavior (2012)Random Forests for Uplift Modeling: An Insurance Customer Retention Case (2012)The Effects of Customer Satisfaction on Company Profitability: Evidence From the Property and Casualty Insurance Industry (2018)Modeling and Forecasting U. S. Mortality (1992)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)Modelling and projecting mortality improvement rates using a cohort perspective (2013)Forecasting mortality in subpopulations using Lee–Carter type models: A comparison (2015)On the Structure and Classification of Mortality Models (2015)The Estimation of Age, Period and Cohort Effects for Vital Rates (1983)Statistical inference in the Lexis diagram (1990)Estimation and extrapolation of time trends in registry data — Borrowing strength from related populations (2011)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)IBNR-claims and the two-way model of ANOVA (1982)Second moments of estimates of outstanding claims (1983)Claims reserving and generalised additive models (1996)Forecasting Runoff Triangles (2006)Loss Reserving: Past, Present and Future (2015)A marked Cox model for the number of IBNR claims: Theory (2016)Identification and Forecasting in Mortality Models (2014)Longitudinal Evidence for a Midlife Nadir in Human Well‐Being: Results from Four Data Sets (2015)
this work references cited by second hop

References

  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2011Parametric mortality improvement rate modelling and projecting90 cited
  • 2008Identification of the age-period-cohort model and the extended chain-ladder model83 cited
  • 2008Forecasting with the age-period-cohort model and the extended chain-ladder model80 cited
  • 2011Time-varying effects in the analysis of customer loyalty: A case study in insurance65 cited
  • 1989A state space representation of the chain ladder linear model65 cited
  • 1986A contribution to modelling of IBNR claims60 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2013Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data55 cited
  • 2012Double Chain Ladder55 cited
  • 1991Chain ladder and maximum likelihood48 cited
  • 2009Chain-Ladder as Maximum Likelihood Revisited39 cited
  • 2012Selecting prospects for cross-selling financial products using multivariate credibility35 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work