Prediction of IBNR claim counts by modelling the distribution of report lags
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Cited by:
- Zhao, Xiao Bing & Zhou, Xian & Wang, Jing Long, 2009. "Semiparametric model for prediction of individual claim loss reserving," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 1-8, August.
- Zhao, XiaoBing & Zhou, Xian, 2010. "Applying copula models to individual claim loss reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 290-299, April.
- Herbst, Tomas, 1999. "An application of randomly truncated data models in reserving IBNR claims," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 123-131, November.
- Laurent Gardes & Gilles Stupfler, 2015. "Estimating extreme quantiles under random truncation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 207-227, June.
- Grigoriy Volovskiy & Udo Kamps, 2020. "Maximum observed likelihood prediction of future record values," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1072-1097, December.
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