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Stochastic Claims Reserving in General Insurance

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References

1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited

Cited by

2020Machine Learning for Financial Risk Management: A Survey203 cited
2013Micro-level stochastic loss reserving for general insurance148 cited
2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
2004A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving87 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
2009Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models77 cited
2011Dependent Loss Reserving using Copulas75 cited
2012A Bayesian Log-Normal Model for Multivariate Loss Reserving69 cited
2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
2018Neural Network Embedding of the Over-Dispersed Poisson Reserving Model68 cited
2002Bayesian Estimation of Outstanding Claim Reserves64 cited
2009The one-year non-life insurance risk62 cited
2007

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An Individual Claims Reserving Model

62 cited

2019DeepTriangle: A Deep Learning Approach to Loss Reserving60 cited

2014Identification and Forecasting in Mortality Models58 cited