Forecasting Runoff Triangles
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DOI: 10.1080/10920277.2006.10596246
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Cited by:
- Avanzi, Benjamin & Taylor, Greg & Vu, Phuong Anh & Wong, Bernard, 2020. "A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 50-71.
- 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.
- 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.
- Leonardo Costa & Adrian Pizzinga, 2020. "State‐space models for predicting IBNR reserve in row‐wise ordered runoff triangles: Calendar year IBNR reserves & tail effects," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 438-448, April.
- de Alba, Enrique & Nieto-Barajas, Luis E., 2008. "Claims reserving: A correlated Bayesian model," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 368-376, December.
- Tsai, Cary Chi-Liang & Kim, Seyeon, 2022. "Model mortality rates using property and casualty insurance reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 326-340.
- Cadogan, Godfrey, 2010. "Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance," MPRA Paper 23235, University Library of Munich, Germany.
- Bohnert, Alexander & Gatzert, Nadine & Kolb, Andreas, 2016. "Assessing inflation risk in non-life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 86-96.
- Portugal, Luís & Pantelous, Athanasios A. & Verrall, Richard, 2021. "Univariate and multivariate claims reserving with Generalized Link Ratios," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 57-67.
- Nataliya Chukhrova & Arne Johannssen, 2021. "Stochastic Claims Reserving Methods with State Space Representations: A Review," Risks, MDPI, vol. 9(11), pages 1-55, November.
- Benjamin Avanzi & Gregory Clive Taylor & Phuong Anh Vu & Bernard Wong, 2020. "A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving," Papers 2004.06880, arXiv.org.
- Helena Jasiulewicz, 2013. "Przestrzeń stanów i filtr Kalmana w teorii ubezpieczeń," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 101-116.
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