Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method

Author:

Vanegas Sebastián CalceteroORCID,Badescu Andrei L.,Lin X. Sheldon

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Reference60 articles.

1. Andersen PK, Ravn H (2023) Models for multi-state survival data: rates, risks, and pseudo-values. CRC Press, Boca Raton

2. Andersen PK, Borgan Ørnulf, Hjort NL, Arjas E, Stene J, Aalen O (1985) Counting process models for life history data: a review [with discussion and reply]. Scand J Stat 12(2):97–158

3. Antonio K, Plat R (2014) Micro-level stochastic loss reserving for general insurance. Scand Actuar J 2014(7):649–669

4. Arnab R (2017) Survey sampling theory and applications. Academic Press, London

5. Asmussen S, Steffensen M (2020) Risk and insurance. Springer, Berlin

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