Loss development forecasting models: an econometrician's view

DOI10.1016/S0167-6687(98)00047-XzbMath0917.62090MaRDI QIDQ1282143

Teun Kloek

Publication date: 28 March 1999

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

model selectionforecast evaluationchain ladderdevelopment factor familytrend modeling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items

Holt-winters method for run-off triangles in claims reserving ⋮ APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING

Uses Software

• KernSmooth
• partsm
• bootstrap

Cites Work

• Which stochastic model is underlying the chain ladder method?
• A contribution to modelling of IBNR claims
• Design-adaptive Nonparametric Regression
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Dynamic Econometrics
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