Semiparametric model for prediction of individual claim loss reserving

DOI10.1016/j.insmatheco.2009.02.009zbMath1231.91259OpenAlexW1988556548MaRDI QIDQ659084

Xian Zhou, Xiao Bing Zhao, Jinglong Wang

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.02.009

zbMATH Keywords

local likelihoodloss reservingaggregated claim modelIBNR claimindividual claim loss modelsemiparametric structure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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