Modelling zeros in stochastic reserving models.

DOI10.1016/j.insmatheco.2003.09.011zbMath1043.62089OpenAlexW1987790316MaRDI QIDQ1430669

Michael Kunkler

Publication date: 27 May 2004

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.011

zbMATH Keywords

Mixture modelsClaims reservingStochastic reserving models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Micro-level stochastic loss reserving for general insurance ⋮ Modelling negatives in stochastic reserving models ⋮ Lognormal Mixed Models for Reported Claims Reserves ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle

Uses Software

• BayesDA

Cites Work

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• Which stochastic model is underlying the chain ladder method?
• Analytic and bootstrap estimates of prediction errors in claims reserving
• IBNR-claims and the two-way model of ANOVA