Modeling the Occurrence of Events Subject to a Reporting Delay via an EM Algorithm-Reference-Cited by-同舟云学术

Modeling the Occurrence of Events Subject to a Reporting Delay via an EM Algorithm

Published:2022-08-01 Issue:3 Volume:37 Page:
ISSN:0883-4237
Container-title:Statistical Science
language:
Short-container-title:Statist. Sci.

Author:

Verbelen Roel¹,Antonio Katrien²,Claeskens Gerda³,Crevecoeur Jonas⁴

Affiliation:

1. Roel Verbelen is Post-doctoral Researcher, Faculty of Economics and Business, KU Leuven, Belgium, LStat, Leuven Statistics Research Centre, KU Leuven, Belgium, LRisk, Leuven Research Center on Insurance and Financial Risk Analysis, KU Leuven, Belgium

2. Katrien Antonio is Professor, Faculty of Economics and Business, KU Leuven, Belgium, Faculty of Economics and Business, University of Amsterdam, The Netherlands, LStat, Leuven Statistics Research Centre, KU Leuven, Belgium, LRisk, Leuven Research Cen

3. Gerda Claeskens is Professor, Faculty of Economics and Business, KU Leuven, Belgium, LStat, Leuven Statistics Research Centre, KU Leuven, Belgium

4. Jonas Crevecoeur is Post-doctoral Researcher, Faculty of Economics and Business, KU Leuven, Belgium, LRisk, Leuven Research Center on Insurance and Financial Risk Analysis, KU Leuven, Belgium

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference61 articles.

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3. AVANZI, B., WONG, B. and YANG, X. (2016). A micro-level claim count model with overdispersion and reporting delays. Insurance Math. Econom. 71 1–14.

4. BACCHETTI, P., SEGAL, M. R. and JEWELL, N. P. (1993). Backcalculation of HIV infection rates. Statist. Sci. 8 82–101.

5. BADESCU, A. L., LIN, X. S. and TANG, D. (2016). A marked Cox model for the number of IBNR claims: Theory. Insurance Math. Econom. 69 29–37.

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