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Claim Watching and Individual Claims Reserving Using Classification and Regression Trees
7 references·0 citing·23 second hop
Claim Watching and Individual Claims Reserving Using Classification and Regression Trees (2019)Claim Watching and Individual Claims Rese…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…Double Chain Ladder and Bornhuetter-Ferguson (2013)Double Chain Ladder and Bornh…Double Chain Ladder (2012)Double Chain LadderCash 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…Individual Claim Loss Reserving Conditioned by Case Estimates (2008)Individual Claim Loss Reservi…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)A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (2019)A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving (2004)Identification of the age-period-cohort model and the extended chain-ladder model (2008)Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Semiparametric model for prediction of individual claim loss reserving (2009)An Individual Claims History Simulation Machine (2018)Machine Learning in P&C Insurance: A Review for Pricing and Reserving (2020)Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Micro-level stochastic loss reserving for general insurance (2013)Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework (2020)Collective reserving using individual claims data (2021)A marked Cox model for the number of IBNR claims: Theory (2016)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

  • 2018Neural Network Embedding of the Over-Dispersed Poisson Reserving Model68 cited
  • 2008Individual Claim Loss Reserving Conditioned by Case Estimates58 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2012Double Chain Ladder55 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
  • 2016Understanding Reporting Delay in General Insurance30 cited

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