Stochastic Claims Reserving Methods with State Space Representations: A Review
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- Nataliya Chukhrova & Arne Johannssen, 2017. "State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing," Risks, MDPI, vol. 5(2), pages 1-23, May.
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- Nataliya Chukhrova & Arne Johannssen, 2021. "Kalman Filter Learning Algorithms and State Space Representations for Stochastic Claims Reserving," Risks, MDPI, vol. 9(6), pages 1-5, June.
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- Gholamreza Hesamian & Arne Johannssen & Nataliya Chukhrova, 2023. "A Three-Stage Nonparametric Kernel-Based Time Series Model Based on Fuzzy Data," Mathematics, MDPI, vol. 11(13), pages 1-17, June.
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Keywords
adaptive learning; dependence modeling; evolutionary models; insurance; Kalman filter; machine learning; multivariate analysis; quantitative risk management; state space models; time series forecasting;All these keywords.
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