COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE

DOI10.1017/asb.2018.12zbMath1404.91144OpenAlexW3122119482MaRDI QIDQ4691250

Shengwang Meng, Guangyuan Gao

Publication date: 19 October 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2018.12

zbMATH Keywords

bootstrapquasi-likelihood estimationcompound Poisson modelgeneralized linear modelstochastic claims reservingTweedie's distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Uses Software

• DCL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
• A marked Cox model for the number of IBNR claims: theory
• A micro-level claim count model with overdispersion and reporting delays
• Claims reserving in the hierarchical generalized linear model framework
• Double Chain Ladder
• Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models
• Micro-level stochastic loss reserving for general insurance
• Double chain ladder, claims development inflation and zero-claims
• Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling
• Claims Reserving Using Tweedie's Compound Poisson Model
• Double Chain Ladder and Bornhuetter-Ferguson

This page was built for publication: COMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCE