Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
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DOI: 10.1080/10920277.2015.1046607
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Cited by:
- Crevecoeur, Jonas & Antonio, Katrien & Verbelen, Roel, 2019.
"Modeling the number of hidden events subject to observation delay,"
European Journal of Operational Research, Elsevier, vol. 277(3), pages 930-944.
- Jonas Crevecoeur & Katrien Antonio & Roel Verbelen, 2018. "Modeling the number of hidden events subject to observation delay," Papers 1801.02935, arXiv.org, revised Mar 2019.
- Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
- Crevecoeur, Jonas & Robben, Jens & Antonio, Katrien, 2022.
"A hierarchical reserving model for reported non-life insurance claims,"
Insurance: Mathematics and Economics, Elsevier, vol. 104(C), pages 158-184.
- Jonas Crevecoeur & Jens Robben & Katrien Antonio, 2019. "A hierarchical reserving model for reported non-life insurance claims," Papers 1910.12692, arXiv.org, revised Nov 2021.
- Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2019. "Infinitely Stochastic Micro Forecasting," Papers 1908.10636, arXiv.org, revised Sep 2019.
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