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A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves
2 references·16 citing·27 second hop
A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Simple Parametric Model for Rating Auto…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…IBNR-claims and the two-way model of ANOVA (1982)IBNR-claims and the two-way m…A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (2019)A NEURAL NETWORK BOOSTED DOUB…On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins (2018)On the Lifetime and One-Year …Neural Network Embedding of the Over-Dispersed Poisson Reserving Model (2018)Neural Network Embedding of t…Understanding Reporting Delay in General Insurance (2016)Understanding Reporting Delay…Non-Life Insurance: Mathematics & Statistics (2013)Non-Life Insurance: Mathemati…Double Chain Ladder and Bornhuetter-Ferguson (2013)Double Chain Ladder and Bornh…Double Chain Ladder (2012)Double Chain LadderBayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method (2012)Bayesian over-dispersed Poiss…Dependent Loss Reserving using Copulas (2011)Dependent Loss Reserving usin…Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers (2011)Cash Flow Simulation for a Mo…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…Credibility for the Chain Ladder Reserving Method (2008)Credibility for the Chain Lad…Claims Reserving Using Tweedie's Compound Poisson Model (2003)Claims Reserving Using Tweedi…A comparison of stochastic models that reproduce chain ladder reserve estimates (2000)A comparison of stochastic mo…Additivity of Chain-Ladder Projections (1994)Additivity of Chain-Ladder Pr…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Stochastic Claims Reserving in General Insurance (2002)Stochastic claims reserving methods in insurance (2008)Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem (2013)Individual loss reserving using paid–incurred data (2014)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A new approach to the credibility formula (2009)Recursive Credibility Formula for Chain Ladder Factors and the Claims Development Result (2009)Chain ladder method: Bayesian bootstrap versus classical bootstrap (2010)Which stochastic model is underlying the chain ladder method? (1994)A Stochastic Model Underlying the Chain-Ladder Technique (1998)A Robustification of the Chain-Ladder Method (2009)Fitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)An Introduction to Copulas (1999)Goodness-of-fit tests for copulas: A review and a power study (2007)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)Dependence modelling in multivariate claims run-off triangles (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Coherent Measures of Risk (1999)Bootstrap Methodology in Claim Reserving (2003)A marked Cox model for the number of IBNR claims: Theory (2016)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)An Application of Extreme Value Theory for Measuring Financial Risk (2006)Models for construction of multivariate dependence – a comparison study (2008)DeepTriangle: A Deep Learning Approach to Loss Reserving (2019)Individual Loss Reserving Using a Gradient Boosting-Based Approach (2019)
this work references cited by second hop

References

  • 2004Insurance: Mathematics and Economics1,308 cited
  • 1982IBNR-claims and the two-way model of ANOVA127 cited

Cited by

  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2018Neural Network Embedding of the Over-Dispersed Poisson Reserving Model68 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2003Claims Reserving Using Tweedie's Compound Poisson Model56 cited
  • 2012Double Chain Ladder55 cited
  • 2018On the Lifetime and One-Year Views of Reserve Risk, with Application to IFRS 17 and Solvency II Risk Margins51 cited
  • 2008Credibility for the Chain Ladder Reserving Method49 cited
  • 2000A comparison of stochastic models that reproduce chain ladder reserve estimates46 cited
  • 2009Chain-Ladder as Maximum Likelihood Revisited39 cited
  • 2013Non-Life Insurance: Mathematics & Statistics36 cited
  • 2019A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL34 cited
  • 2013Double Chain Ladder and Bornhuetter-Ferguson32 cited
  • 2011Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers32 cited

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  • 1994Additivity of Chain-Ladder Projections32 cited
  • 2012Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method31 cited
  • 2016Understanding Reporting Delay in General Insurance30 cited