DCL

From MaRDI portal
Software:23037



swMATH11087CRANDCLMaRDI QIDQ23037

Claims Reserving under the Double Chain Ladder Model

Maria Dolores Martinez-miranda

Last update: 5 May 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.2

Source code repository: https://github.com/cran/DCL




Related Items (30)

A hierarchical reserving model for reported non-life insurance claimsSmooth backfitting in additive inverse regressionClaims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate dataAsymptotic behaviors of stochastic reserving: aggregate versus individual modelsA COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESSClaims Reserving with a Stochastic Vector ProjectionCollective reserving using individual claims dataThe geometric chain-ladderMicro-level stochastic loss reserving for general insuranceDouble chain ladder, claims development inflation and zero-claimsDispersion modelling of outstanding claims with double Poisson regression modelsMachine learning in individual claims reservingThe collective reserving modelRegression based reserving models and partial informationReserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical SimulationINDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORKDouble Chain Ladder and Bornhuetter-FergusonExplicit moments for a class of micro-models in non-life insuranceA MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVINGSynthETIC: an individual insurance claim simulator with feature controlCOMPOUND POISSON CLAIMS RESERVING MODELS: EXTENSIONS AND INFERENCEIndividual loss reserving using paid-incurred dataOn the relationship between classical chain ladder and granular reservingUnnamed ItemA NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODELAn individual claims reserving model for reported claimsAn estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insuranceAsymptotics for in-sample density forecastingIn-sample forecasting applied to reserving and mesothelioma mortalityOn Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk


This page was built for software: DCL