Pages that link to "Item:Q2852072"
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The following pages link to Stochastic claims reserving methods in insurance (Q2852072):
Displaying 50 items.
- SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
- Addendum to: ``The multi-year non-life insurance risk in the additive reserving model'': Quantification of multi-year non-life insurance risk in chain ladder reserving models (Q282298) (← links)
- Asymptotic behaviors of stochastic reserving: aggregate versus individual models (Q321018) (← links)
- A marked Cox model for the number of IBNR claims: theory (Q343960) (← links)
- Prediction error for credible claims reserves: an \(h\)-likelihood approach (Q487577) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- An individual loss reserving model with independent reporting and settlement (Q495477) (← links)
- Prediction error in the overdispersed Poisson model for loss development triangles (Q621761) (← links)
- Semiparametric model for prediction of individual claim loss reserving (Q659084) (← links)
- Paid-incurred chain claims reserving method (Q659269) (← links)
- Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207) (← links)
- On sequential Monte Carlo, partial rejection control and approximate Bayesian computation (Q693361) (← links)
- Combining chain-ladder claims reserving with fuzzy numbers (Q743146) (← links)
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Provisioning against borrowers default risk (Q903327) (← links)
- Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
- A stochastic approach to insurance cycles (Q1205677) (← links)
- Loss prediction based on run-off triangles (Q1633246) (← links)
- Parameter uncertainty and reserve risk under Solvency II (Q1667421) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- A Cape Cod model for the exponential dispersion family (Q1735039) (← links)
- Modeling the number of hidden events subject to observation delay (Q1740546) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- Collective loss reserving with two types of claims in motor third party liability insurance (Q1743928) (← links)
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping (Q1799645) (← links)
- Modeling accounting year dependence in runoff triangles (Q1936468) (← links)
- Modeling dependencies in claims reserving with GEE (Q2015647) (← links)
- Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157) (← links)
- Stochastic reserving using policyholder information via EM algorithm (Q2110756) (← links)
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves (Q2155848) (← links)
- Modeling the occurrence of events subject to a reporting delay via an EM algorithm (Q2163075) (← links)
- Model mortality rates using property and casualty insurance reserving methods (Q2172055) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- A generalized linear model with smoothing effects for claims reserving (Q2276256) (← links)
- An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance (Q2322262) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- Undertaking specific parameters under Solvency II: reduction of capital requirement or not? (Q2356635) (← links)
- Multi-year non-life insurance risk of dependent lines of business in the multivariate additive loss reserving model (Q2364008) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549) (← links)
- Polya tree priors and their estimation with multi-group data (Q2423194) (← links)
- Claims reserving in the hierarchical generalized linear model framework (Q2442541) (← links)
- Claims development result in the paid-incurred chain reserving method (Q2444707) (← links)
- Asymptotic consistency and inconsistency of the chain ladder (Q2445361) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Individual loss reserving using paid-incurred data (Q2513626) (← links)
- Risk aggregation and stochastic claims reserving in disability insurance (Q2514610) (← links)
- Univariate and multivariate claims reserving with generalized link ratios (Q2657017) (← links)
