An application of randomly truncated data models in reserving IBNR claims
type: Item
instance of: scholarly article
title: An application of randomly truncated data models in reserving IBNR claims
zbMATH Open document ID: 0947.62072
DOI: 10.1016/S0167-6687(99)00028-1
author: Tomáš Herbst
published in: Insurance Mathematics \& Economics
publication date: 2000-03-30T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 1396351
zbMATH Keywords: model of randomly truncated data
zbMATH Keywords: compound Poisson model
zbMATH Keywords: IBNR claims
MaRDI profile type: Publication
cites work: Q5526518
cites work: Prediction of IBNR claim counts by modelling the distribution of report lags
cites work: Random truncation models and Markov processes
cites work: Prediction of claim numbers based on hazard rates
cites work: Empirical distributions in selection bias models
cites work: A Semiparametric Model for Randomly Truncated Data
cites work: Estimating a distribution function with truncated data
full work available at URL: s0167-6687(99)00028-1
OpenAlex ID: W2025869848
description: scientific article; zbMATH DE number 1396351