A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

DOI10.1016/j.insmatheco.2020.04.007zbMath1446.91055arXiv2004.06880OpenAlexW3019739959MaRDI QIDQ784416

Benjamin Avanzi, Phuong Anh Vu, Greg Taylor, Bernard Wong

Publication date: 3 August 2020

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

Full work available at URL: https://arxiv.org/abs/2004.06880

zbMATH Keywords

particle learningclaims reservingadaptive reservingcommon shock modelsevolutionary GLM

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (2)

A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES ⋮ Micro-level parametric duration-frequency-severity modeling for outstanding claim payments

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