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Prediction of Outstanding Liabilities in Non-Life Insurance
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Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Liabilities in …A machine learning approach for individual claims reserving in insurance (2019)A machine learning approach f…Neural networks applied to chain–ladder reserving (2018)Neural networks applied to ch…Individual loss reserving using paid–incurred data (2014)Individual loss reserving usi…Micro-level stochastic loss reserving for general insurance (2013)Micro-level stochastic loss r…INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)INDIVIDUAL LOSS RESERVING WIT…Double Chain Ladder (2012)Double Chain LadderPrediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prediction of RBNS and IBNR C…Semiparametric model for prediction of individual claim loss reserving (2009)Semiparametric model for pred…Applying copula models to individual claim loss reserving methods (2009)Applying copula models to ind…Individual Claim Loss Reserving Conditioned by Case Estimates (2008)Individual Claim Loss Reservi…An Individual Claims Reserving Model (2007)An Individual Claims Reservin…Bayesian Estimation of Outstanding Claim Reserves (2002)Bayesian Estimation of Outsta…Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Prediction of Outstanding Lia…Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach (1996)Claims Reserving in Continuou…Explosive Poisson Shot Noise Processes with Applications to Risk Reserves (1995)Explosive Poisson Shot Noise …Delay in claim settlement and ruin probability approximations (1995)Delay in claim settlement and…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)Copula Methods in Finance (2004)Modeling Dependence between Loss Triangles (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)A marked Cox model for the number of IBNR claims: Theory (2016)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)An introduction to mathematical risk theory (1979)Aspects of Risk Theory (1991)Limit theorems for workload input models (1996)Continuous Martingales and Brownian Motion (1999)Fractional Brownian motion as a weak limit of Poisson shot noise processes—with applications to finance (2004)Risk Processes with Non-stationary Hawkes Claims Arrivals (2008)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)An Individual Claims History Simulation Machine (2018)The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas (1989)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)Stochastic claims reserving methods in insurance (2008)Modern Actuarial Risk Theory: Using R (2010)Machine learning in individual claims reserving (2018)Recent Challenges in Actuarial Science (2021)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)DeepTriangle: A Deep Learning Approach to Loss Reserving (2019)
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  • 2013Micro-level stochastic loss reserving for general insurance148 cited
  • 1995Explosive Poisson Shot Noise Processes with Applications to Risk Reserves146 cited
  • 1999Prediction of Outstanding Liabilities II. Model Variations and Extensions109 cited
  • 1996Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach74 cited
  • 2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
  • 2009Applying copula models to individual claim loss reserving methods66 cited
  • 2002Bayesian Estimation of Outstanding Claim Reserves64 cited
  • 2018Neural networks applied to chain–ladder reserving62 cited
  • 2007An Individual Claims Reserving Model62 cited
  • 2019A machine learning approach for individual claims reserving in insurance60 cited
  • 2008Individual Claim Loss Reserving Conditioned by Case Estimates58 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2012Double Chain Ladder55 cited
  • 2014Individual loss reserving using paid–incurred data50 cited
  • 2009Semiparametric model for prediction of individual claim loss reserving

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48 cited
  • 1995Delay in claim settlement and ruin probability approximations47 cited