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Micro-level stochastic loss reserving for general insurance
4 references·11 citing·22 second hop
Micro-level stochastic loss reserving for general insurance (2013)Micro-level stochastic loss reserving for…Modern Actuarial Risk Theory: Using R (2010)Modern Actuarial Risk Theory:…Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Lia…Recent Challenges in Actuarial Science (2021)Recent Challenges in Actuaria…Individual Loss Reserving Using a Gradient Boosting-Based Approach (2019)Individual Loss Reserving Usi…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…Machine learning in individual claims reserving (2018)Machine learning in individua…An Individual Claims History Simulation Machine (2018)An Individual Claims History …Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions (2017)Modelling censored losses usi…A marked Cox model for the number of IBNR claims: Theory (2016)A marked Cox model for the nu…Individual loss reserving using paid–incurred data (2014)Individual loss reserving usi…In-sample forecasting applied to reserving and mesothelioma mortality (2014)In-sample forecasting applied…INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)INDIVIDUAL LOSS RESERVING WIT…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Machine Learning for Financial Risk Management: A Survey (2020)A Poisson log-bilinear regression approach to the construction of projected lifetables (2002)Modelling of extremal events in insurance and finance (1994)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)A class of claim distributions: Properties, characterizations and applications to insurance claim data (2020)System Modeling and Optimization (1982)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Explosive Poisson Shot Noise Processes with Applications to Risk Reserves (1995)Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach (1996)ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (2011)TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (2011)Auto Insurance Premium Calculation Using Generalized Linear Models (2015)Data Analytics for Non-Life Insurance Pricing (2017)DeepTriangle: A Deep Learning Approach to Loss Reserving (2019)Modelling The Claims Development Result For Solvency Purposes (2008)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Dependent Loss Reserving using Copulas (2011)
this work references cited by second hop

References

  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2008Stochastic claims reserving methods in insurance289 cited
  • 2010Modern Actuarial Risk Theory: Using R223 cited
  • 1993Prediction of Outstanding Liabilities in Non-Life Insurance161 cited

Cited by

  • 2018Machine learning in individual claims reserving102 cited
  • 2013INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK68 cited
  • 2018Neural networks applied to chain–ladder reserving62 cited
  • 2017Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions62 cited
  • 2019A machine learning approach for individual claims reserving in insurance60 cited
  • 2018An Individual Claims History Simulation Machine58 cited
  • 2014Individual loss reserving using paid–incurred data50 cited
  • 2016A marked Cox model for the number of IBNR claims: Theory42 cited
  • 2021Recent Challenges in Actuarial Science41 cited
  • 2019Individual Loss Reserving Using a Gradient Boosting-Based Approach36 cited
  • 2014In-sample forecasting applied to reserving and mesothelioma mortality16 cited

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