Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation-Reference-Cited by-同舟云学术

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Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation

Published:2015-09-30 Issue:4 Volume:19 Page:273-288
ISSN:1092-0277
Container-title:North American Actuarial Journal
language:en
Short-container-title:North American Actuarial Journal

Author:

Godecharle Els,Antonio Katrien

Publisher

Informa UK Limited

Subject

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

Link

http://www.tandfonline.com/doi/pdf/10.1080/10920277.2015.1046607

Reference23 articles.

1. Micro-level stochastic loss reserving for general insurance

2. Stochastic projection for large individual losses

3. Stochastic Claims Reserving in General Insurance

4. Claims Reserving in Continuous Time; A Nonparametric Bayesian Approach

Cited by 9 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. ESTIMATION OF IBNR AND RBNS RESERVES USING RDC METHOD AND GAMMA GENERALIZED LINEAR MODEL;MEDIA STATISTIKA;2022-06-10

2. FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING;ASTIN Bulletin;2022-03-10

3. Infinitely stochastic micro reserving;Insurance: Mathematics and Economics;2021-09

4. THE IMPACTS OF INDIVIDUAL INFORMATION ON LOSS RESERVING;ASTIN Bulletin;2020-12-14

5. Modeling the number of hidden events subject to observation delay;European Journal of Operational Research;2019-09

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