A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING

DOI10.1017/asb.2016.30zbMath1390.91184OpenAlexW2534422643MaRDI QIDQ5745187

Patrizia Gigante, Luciano Sigalotti, Liviana Picech

Publication date: 5 June 2018

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

Full work available at URL: https://doi.org/10.1017/asb.2016.30

zbMATH Keywords

\(h\)-likelihoodconditional mean square error of predictionhierarchical generalized linear modelsclaims reservingTweedie's compound Poisson model

Mathematics Subject Classification ID

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

Related Items (1)

CALENDAR YEAR EFFECT MODELING FOR CLAIMS RESERVING IN HGLM

Uses Software

• DCL

Cites Work

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• Bayesian Estimation of Outstanding Claim Reserves
• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

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