Claim Reserving Using Distance-Based Generalized Linear Models

DOI10.1007/978-3-319-41582-6_10zbMath1366.62060OpenAlexW2520716943MaRDI QIDQ5280084

Eva Boj, Teresa Costa

Publication date: 20 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_10

zbMATH Keywords

generalized linear modelsdistance-based predictionchain-ladderreservingnonlife insurance\texttt{dbstats}bootstrapping pairs

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Provisions for Outstanding Claims with Distance-Based Generalized Linear Models

Uses Software

• R
• dbstats

Cites Work

• Global and local distance-based generalized linear models
• Assessing the importance of risk factors in distance-based generalized linear models
• Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
• Analytic and bootstrap estimates of prediction errors in claims reserving
• An investigation into stochastic claims reserving models and the chain-ladder technique.
• Selection of Predictors in Distance-Based Regression
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