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Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach
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Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach (2016)Stochastic loss reserving with dependence…Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Predicting Multivariate Insur…Dependence modelling in multivariate claims run-off triangles (2012)Dependence modelling in multi…A Bayesian Log-Normal Model for Multivariate Loss Reserving (2012)A Bayesian Log-Normal Model f…Dependent Loss Reserving using Copulas (2011)Dependent Loss Reserving usin…A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)A Bayesian Non-Linear Model f…Multivariate Tweedie distributions and some related capital-at-risk analyses (2009)Multivariate Tweedie distribu…Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models (2009)Model Uncertainty in Claims R…Stochastic claims reserving methods in insurance (2008)Stochastic claims reserving m…On a multivariate gamma distribution (2008)On a multivariate gamma distr…Predictive Distributions of Outstanding Liabilities in General Insurance (2006)Predictive Distributions of O…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Claims Reserving Using Tweedie's Compound Poisson Model (2003)Claims Reserving Using Tweedi…Stochastic Claims Reserving in General Insurance (2002)Stochastic Claims Reserving i…Bayesian Estimation of Outstanding Claim Reserves (2002)Bayesian Estimation of Outsta…Loss Reserving: An Actuarial Perspective (2000)Loss Reserving: An Actuarial …A Stochastic Model Underlying the Chain-Ladder Technique (1998)A Stochastic Model Underlying…CHAPMAN AND HALL (1985)MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS (2015)A marked Cox model for the number of IBNR claims: Theory (2016)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Implementing loss distribution approach for operational risk (2009)Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Micro-level stochastic loss reserving for general insurance (2013)Machine Learning for Financial Risk Management: A Survey (2020)Modern Actuarial Risk Theory (2008)Prediction of RBNS and IBNR Claims using Claim Amounts and Claim Counts (2010)Double Chain Ladder (2012)Introductory Statistics with Applications in General Insurance (1999)Risk capital decomposition for a multivariate dependent gamma portfolio (2005)Tail Variance Premium with Applications for Elliptical Portfolio of Risks (2006)On a multivariate Pareto distribution (2009)Pricing and simulations of catastrophe bonds (2012)An Introduction to Copulas (1999)Goodness-of-fit tests for copulas: A review and a power study (2007)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)An investigation into stochastic claims reserving models and the chain-ladder technique (2000)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)
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References

  • 2003Monte Carlo Methods in Financial Engineering3,917 cited
  • 2002Stochastic Claims Reserving in General Insurance449 cited
  • 2008Stochastic claims reserving methods in insurance289 cited
  • 1998A Stochastic Model Underlying the Chain-Ladder Technique177 cited
  • 2000Loss Reserving: An Actuarial Perspective161 cited
  • 2006Predictive Distributions of Outstanding Liabilities in General Insurance107 cited
  • 2009Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models77 cited
  • 2011Dependent Loss Reserving using Copulas75 cited
  • 2008On a multivariate gamma distribution70 cited
  • 2012A Bayesian Log-Normal Model for Multivariate Loss Reserving69 cited
  • 2002Bayesian Estimation of Outstanding Claim Reserves64 cited
  • 2012Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework56 cited
  • 2003Claims Reserving Using Tweedie's Compound Poisson Model56 cited
  • 2009Multivariate Tweedie distributions and some related capital-at-risk analyses51 cited
  • 2011A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments50 cited
  • 2012

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Dependence modelling in multivariate claims run-off triangles
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