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Forecasting Runoff Triangles
11 references·3 citing·31 second hop
Forecasting Runoff Triangles (2006)Forecasting Runoff TrianglesStochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Loss Reserving: An Actuarial Perspective (2000)Loss Reserving: An Actuarial …Loss Reserving (2000)Loss ReservingWhich stochastic model is underlying the chain ladder method? (1994)Which stochastic model is und…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Forecasting, structural time series models and the Kalman filter (1990)Forecasting, structural time …Bayes and Empirical Bayes Estimation for the Chain Ladder Model (1990)Bayes and Empirical Bayes Est…A stochastic method for claims reserving in general insurance (1990)A stochastic method for claim…A state space representation of the chain ladder linear model (1989)A state space representation …A Statistical Approach to IBNR-Reserves in Marine Reinsurance (1985)A Statistical Approach to IBN…Claims reserving, state-space models and the Kalman filter (1983)Claims reserving, state-space…MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (2015)MODELING DEPENDENCE BETWEEN L…Modeling Dependence between Loss Triangles (2012)Modeling Dependence between L…Dependence modelling in multivariate claims run-off triangles (2012)Dependence modelling in multi…The Distributed Lag Between Capital Appropriations and Expenditures (1965)Time Series Analysis Forecasting and Control (1971)Time Series Analysis: Forecasting and Control (1977)Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty (2002)Harnessing LLMs for Temporal Data - A Study on Explainable Financial Time Series Forecasting (2023)Bayesian Forecasting (1976)Risk Theory: The Stochastic Basis of Insurance. (1978)IBNR-claims and the two-way model of ANOVA (1982)Bayesian Estimation of Outstanding Claim Reserves (2002)Claims Reserving Using Tweedie's Compound Poisson Model (2003)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Experience Rating and Credibility (1967)Second moments of estimates of outstanding claims (1983)Claims reserving and generalised additive models (1996)Insurance: Mathematics and Economics (2004)Bootstrap Methodology in Claim Reserving (2003)Credibility for the Chain Ladder Reserving Method (2008)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)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Continuous Chain Ladder: Reformulating and generalizing a classical insurance problem (2013)Loss Reserving: Past, Present and Future (2015)Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving” (2002)Efficiency of insurance firms with endogenous risk management and financial intermediation activities (2009)A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)A STATE‐SPACE APPROACH TO ESTIMATE AND TEST MULTIFACTOR COX‐INGERSOLL‐ROSS MODELS OF THE TERM STRUCTURE (1999)Improved Forecasting of Mutual Fund Alphas and Betas (2007)Ski areas, weather and climate: time series models for New England case studies (2007)The robustness of output measures in property-liability insurance efficiency studies (2009)Efficiency, productivity, and scale economies in the U.S. property-liability insurance industry (2012)
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
  • 1990Forecasting, structural time series models and the Kalman filter175 cited
  • 2000Loss Reserving: An Actuarial Perspective161 cited
  • 2000Loss Reserving124 cited
  • 1983Claims reserving, state-space models and the Kalman filter88 cited
  • 1994Which stochastic model is underlying the chain ladder method?86 cited
  • 1990A stochastic method for claims reserving in general insurance73 cited
  • 1990Bayes and Empirical Bayes Estimation for the Chain Ladder Model66 cited
  • 1989A state space representation of the chain ladder linear model65 cited
  • 1985A Statistical Approach to IBNR-Reserves in Marine Reinsurance58 cited

Cited by

  • 2012Dependence modelling in multivariate claims run-off triangles41 cited
  • 2012Modeling Dependence between Loss Triangles41 cited
  • 2015MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS32 cited

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