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Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method
9 references·0 citing·25 second hop
Bayesian over-dispersed Poisson model and the Bornhuetter & Ferguson claims reserving method (2012)Bayesian over-dispersed Poisson model and…The Prediction Error of Bornhuetter/Ferguson (2008)The Prediction Error of Bornh…Stochastic Simulation (2008)Stochastic SimulationStochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Predictive Distributions of O…A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)A Bayesian Generalized Linear…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Simple Parametric Model for…Stochastic Simulation (1987)Stochastic SimulationA Stochastic Model Underlying the Chain-Ladder Technique (1998)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)Excess of loss reinsurance under joint survival optimality (2006)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)The Standard Error of Chain Ladder Reserve Estimates: Recursive Calculation and Inclusion of a Tail Factor (1999)Double Chain Ladder and Bornhuetter-Ferguson (2013)Non-Life Insurance: Mathematics & Statistics (2013)IBNR-claims and the two-way model of ANOVA (1982)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)Modern Actuarial Risk Theory (2008)Double Chain Ladder (2012)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Impulse response analysis in nonlinear multivariate models (1996)Model-Based Geostatistics (1998)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Sensitivity Estimates from Characteristic Functions (2010)Introduction to Rare‐Event Simulation (2011)Chance-constrained problems and rare events: an importance sampling approach (2015)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)
this work references cited by second hop

References

  • 1987Stochastic Simulation2,240 cited
  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 2002Stochastic Claims Reserving in General Insurance445 cited
  • 2008Stochastic claims reserving methods in insurance289 cited
  • 2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
  • 1991A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves103 cited
  • 2004A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving87 cited
  • 2008Stochastic Simulation77 cited
  • 2008The Prediction Error of Bornhuetter/Ferguson46 cited

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