SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Prediction Error of Bornhuetter/Ferguson
3 references·3 citing·15 second hop
The Prediction Error of Bornhuetter/Ferguson (2008)The Prediction Error of Bornhuetter/Fergu…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)The Standard Error of Chain L…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Non-Life Insurance: Mathematics & Statistics (2013)Non-Life Insurance: Mathemati…Double Chain Ladder and Bornhuetter-Ferguson (2013)Double Chain Ladder and Bornh…Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method (2012)Bayesian over-dispersed Poiss…A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)Dynamic Asset Pricing Theory. (1993)Coherent Measures of Risk (1999)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Understanding Reporting Delay in General Insurance (2016)Generalized Linear Models (2022)Stochastic Simulation (1987)The Prediction Error of the Chain Ladder Method Applied to Correlated Run-off Triangles (2004)The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited) (2006)INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)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)
this work references cited by second hop

References

  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 1999The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor99 cited

Cited by

  • 2013Non-Life Insurance: Mathematics & Statistics36 cited
  • 2013Double Chain Ladder and Bornhuetter-Ferguson32 cited
  • 2012Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method31 cited

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