Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving

Author:

Siu Tak KuenORCID

Publisher

Elsevier BV

Subject

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

Reference83 articles.

1. The geometrical ergodicity of nonlinear autoregressive models;An;Statistica Sinica,1996

2. Authority Australian Prudential Regulation Authority (2016). Statistics: Claims development in CTP motor vehicle insurance, 15 june 2016. http://www.apra.gov.au/GI/Publications/Documents/0616-CTP-selected-feature.pdf.

3. Best estimates for reserves;Barnett;CAS Forum, Fall 1998,1998

4. A further note on nearest neighbour models;Bartlett;Journal of Royal Statistical Society: Series A,1968

5. Nearest-neighbour systems and the auto-logistic model for binary data;Besag;Journal of the Royal Statistical Society. Series B (Methodological),1972

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