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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION
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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION (2016)A MARKED COX MODEL FOR THE NUMBER OF IBNR…A marked Cox model for the number of IBNR claims: Theory (2016)A marked Cox model for the nu…Micro-level stochastic loss reserving for general insurance (2013)Micro-level stochastic loss r…Stochastic Claims Reserving Methods in Insurance (2012)Stochastic Claims Reserving M…Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Prediction of RBNS and IBNR C…Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions (2010)Modeling and Evaluating Insur…A Robustification of the Chain-Ladder Method (2009)A Robustification of the Chai…Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…Insurance: Mathematics and Economics (2004)Insurance: Mathematics and Ec…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Prediction of Outstanding Liabilities II. Model Variations and Extensions (1999)Prediction of Outstanding Lia…A Stochastic Model Underlying the Chain-Ladder Technique (1998)A Stochastic Model Underlying…Prediction of Outstanding Liabilities in Non-Life Insurance (1993)Prediction of Outstanding Lia…Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…Separating True IBNR and IBNER Claims (1991)Separating True IBNR and IBNE…A generalization of the collective theory of risk in regard to fluctuating basic-probabilities (1948)A generalization of the colle…Collective reserving using individual claims data (2021)Collective reserving using in…Understanding Reporting Delay in General Insurance (2016)Understanding Reporting Delay…Simulation Modeling and Analysis. (1983)Empirical Model Building and Response Surfaces (1988)Loss Models: From Data to Decisions (1999)A new class of models for heavy tailed distributions in finance and insurance risk (2012)Modeling loss data using mixtures of distributions (2016)On generalized log-Moyal distribution: A new heavy tailed size distribution (2018)On the probability function in the collective theory of risk (1932)Exponential inequalities for ruin probabilities in the Cox case (1988)Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (1995)Risk model with fuzzy random individual claim amount (2007)Modern Actuarial Risk Theory: Using R (2010)Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions (2017)Machine learning in individual claims reserving (2018)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)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)Explosive Poisson Shot Noise Processes with Applications to Risk Reserves (1995)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)An Individual Claims Reserving Model (2007)INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK (2013)Neural networks applied to chain–ladder reserving (2018)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)An Application of Extreme Value Theory for Measuring Financial Risk (2006)Models for construction of multivariate dependence – a comparison study (2008)Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Dependent Loss Reserving using Copulas (2011)
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References

  • 2004Insurance: Mathematics and Economics1,308 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
  • 1998A Stochastic Model Underlying the Chain-Ladder Technique177 cited
  • 1993Prediction of Outstanding Liabilities in Non-Life Insurance161 cited
  • 2013Micro-level stochastic loss reserving for general insurance148 cited
  • 2010Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions129 cited
  • 1999Prediction of Outstanding Liabilities II. Model Variations and Extensions109 cited
  • 1948A generalization of the collective theory of risk in regard to fluctuating basic-probabilities99 cited
  • 2010Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts57 cited
  • 2012Stochastic Claims Reserving Methods in Insurance43 cited
  • 2016A marked Cox model for the number of IBNR claims: Theory42 cited
  • 1991Separating True IBNR and IBNER Claims39 cited
  • 2009A Robustification of the Chain-Ladder Method36 cited

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Cited by

  • 2016Understanding Reporting Delay in General Insurance30 cited
  • 2021Collective reserving using individual claims data28 cited