Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model-Reference-Cited by-同舟云学术

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Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

Published:2020-11-21 Issue:5 Volume:2021 Page:380-407
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Bettonville Carole¹,d'Oultremont Louise¹,Denuit Michel²,Trufin Julien³,Van Oirbeek Robin⁴

Affiliation:

1. Detralytics, Brussels, Belgium

2. Institute of Statistics, Biostatistics and Actuarial Science, Louvain Institute of Data Analysis and Modeling, UCLouvain, Louvain-la-Neuve, Belgium

3. Department of Mathematics, ULB, Brussels, Belgium

4. Allianz Benelux, Brussels, Belgium

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1848912

Reference22 articles.

1. Discrete-Time Methods for the Analysis of Event Histories

2. null

3. The Claims Reserving Problem in Non-Life Insurance: Some Structural Ideas

4. Bettonville C., Denuit M., Trufin J. & Van Oirbeek R. (2020). Semi-Markov multistate individual loss reserving model in general insurance. Detra Note 2020-1 available at http://detralytics.com.

5. Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. MULTI-STATE MODELLING OF CUSTOMER CHURN;ASTIN Bulletin;2022-09

2. A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS;ASTIN Bulletin;2021-12-03

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