Double Chain Ladder
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Cited by:
- Huang, Jinlong & Wu, Xianyi & Zhou, Xian, 2016. "Asymptotic behaviors of stochastic reserving: Aggregate versus individual models," European Journal of Operational Research, Elsevier, vol. 249(2), pages 657-666.
- Kevin Kuo, 2019. "DeepTriangle: A Deep Learning Approach to Loss Reserving," Risks, MDPI, vol. 7(3), pages 1-12, September.
- Margraf, Carolin & Elpidorou, Valandis & Verrall, Richard, 2018. "Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 54-65.
- Wahl, Felix & Lindholm, Mathias & Verrall, Richard, 2019. "The collective reserving model," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 34-50.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014.
"Individual loss reserving using paid–incurred data,"
Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 121-131.
- Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel, 2014. "Individual loss reserving using paid-incurred data," LIDAM Discussion Papers ISBA 2014014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Mammen, Enno & Martínez Miranda, María Dolores & Nielsen, Jens Perch, 2015. "In-sample forecasting applied to reserving and mesothelioma mortality," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 76-86.
- Michel Denuit & Yang Lu, 2021. "Wishart‐gamma random effects models with applications to nonlife insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(2), pages 443-481, June.
- Lindholm, Mathias & Verrall, Richard, 2020. "Regression based reserving models and partial information," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 109-124.
- Wahl, Felix, 2019. "Explicit moments for a class of micro-models in non-life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 140-156.
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