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Chain-Ladder as Maximum Likelihood Revisited
8 references·4 citing·25 second hop
Chain-Ladder as Maximum Likelihood Revisited (2009)Chain-Ladder as Maximum Likelihood Revisi…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…A comparison of stochastic models that reproduce chain ladder reserve estimates (2000)A comparison of stochastic mo…Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Analytic and bootstrap estima…Chain ladder and maximum likelihood (1991)Chain ladder and maximum like…A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Simple Parametric Model for…IBNR-claims and the two-way model of ANOVA (1982)IBNR-claims and the two-way m…Double Chain Ladder and Bornhuetter-Ferguson (2013)Double Chain Ladder and Bornh…Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem (2013)Continuous Chain Ladder: Refo…Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers (2011)Cash Flow Simulation for a Mo…Forecasting in an Extended Chain-Ladder-Type Model (2010)Forecasting in an Extended Ch…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A Stochastic Model Underlying the Chain-Ladder Technique (1998)A Robustification of the Chain-Ladder Method (2009)Parametric mortality improvement rate modelling and projecting (2011)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)On the Structure and Classification of Mortality Models (2015)Insurance: Mathematics and Economics (2004)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Dependent Loss Reserving using Copulas (2011)Neural Network Embedding of the Over-Dispersed Poisson Reserving Model (2018)2. A Methodological Comparison of Age-Period-Cohort Models: The Intrinsic Estimator and Conventional Generalized Linear Models (2004)The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation (2009)MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (2015)Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type (2017)A stochastic method for claims reserving in general insurance (1990)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)Bootstrap Methodology in Claim Reserving (2003)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Which stochastic model is underlying the chain ladder method? (1994)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)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
  • 1999Analytic and bootstrap estimates of prediction errors in claims reserving207 cited
  • 1982IBNR-claims and the two-way model of ANOVA127 cited
  • 1991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves103 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
  • 1991Chain ladder and maximum likelihood48 cited
  • 2000A comparison of stochastic models that reproduce chain ladder reserve estimates46 cited

Cited by

  • 2013Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem34 cited
  • 2010Forecasting in an Extended Chain-Ladder-Type 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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