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Prediction of Outstanding Liabilities in Non-Life Insurance1

Citations

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Cited by:

  1. Edward Hoyle & Lane P. Hughston & Andrea Macrina, 2010. "Stable-1/2 Bridges and Insurance," Papers 1005.0496, arXiv.org, revised Apr 2014.
  2. M. Hiabu & E. Mammen & M. D. Martìnez-Miranda & J. P. Nielsen, 2016. "In-sample forecasting with local linear survival densities," Biometrika, Biometrika Trust, vol. 103(4), pages 843-859.
  3. 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.
  4. Ihsan Chaoubi & Camille Besse & H'el`ene Cossette & Marie-Pier C^ot'e, 2022. "Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network," Papers 2201.13267, arXiv.org.
  5. 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.
  6. Badescu, Andrei L. & Lin, X. Sheldon & Tang, Dameng, 2016. "A marked Cox model for the number of IBNR claims: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 29-37.
  7. 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.
  8. Lindholm, Mathias & Verrall, Richard, 2020. "Regression based reserving models and partial information," Insurance: Mathematics and Economics, Elsevier, vol. 94(C), pages 109-124.
  9. Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021. "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 30-58.
  10. Richard J. Verrall & Mario V. Wüthrich, 2016. "Understanding Reporting Delay in General Insurance," Risks, MDPI, vol. 4(3), pages 1-36, July.
  11. Lopez, Olivier, 2019. "A censored copula model for micro-level claim reserving," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 1-14.
  12. Avanzi, Benjamin & Taylor, Greg & Wong, Bernard & Xian, Alan, 2021. "Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework," European Journal of Operational Research, Elsevier, vol. 290(1), pages 177-195.
  13. Mercedes Ayuso & Miguel Santolino, 2008. "Prediction of individual automobile RBNS claim reserves in the context of Solvency II," IREA Working Papers 200806, University of Barcelona, Research Institute of Applied Economics, revised May 2008.
  14. Benjamin Avanzi & Gregory Clive Taylor & Melantha Wang & Bernard Wong, 2020. "SynthETIC: an individual insurance claim simulator with feature control," Papers 2008.05693, arXiv.org, revised Aug 2021.
  15. Łukasz Delong & Mario V. Wüthrich, 2020. "Neural Networks for the Joint Development of Individual Payments and Claim Incurred," Risks, MDPI, vol. 8(2), pages 1-34, April.
  16. Benjamin Avanzi & Greg Taylor & Bernard Wong & Alan Xian, 2020. "Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework," Papers 2003.13888, arXiv.org, revised May 2020.
  17. Pavel Zimmermann, 2011. "Possibilities of Individual Claim Reserve Risk Modeling," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2011(6), pages 46-64.
  18. Stephan M. Bischofberger, 2020. "In-Sample Hazard Forecasting Based on Survival Models with Operational Time," Risks, MDPI, vol. 8(1), pages 1-17, January.
  19. Huang, Jinlong & Qiu, Chunjuan & Wu, Xianyi & Zhou, Xian, 2015. "An individual loss reserving model with independent reporting and settlement," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 232-245.
  20. 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.
  21. Avanzi, Benjamin & Taylor, Greg & Wong, Bernard & Yang, Xinda, 2021. "On the modelling of multivariate counts with Cox processes and dependent shot noise intensities," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 9-24.
  22. Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard, 2021. "SynthETIC: An individual insurance claim simulator with feature control," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 296-308.
  23. C. Furrer & O. L. Sandqvist, 2025. "Loss of earning capacity in Denmark -- an actuarial perspective," Papers 2501.11578, arXiv.org.
  24. Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016. "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 1-14.
  25. Liivika Tee & Meelis Käärik & Rauno Viin, 2017. "On Comparison of Stochastic Reserving Methods with Bootstrapping," Risks, MDPI, vol. 5(1), pages 1-21, January.
  26. Marie Michaelides & Mathieu Pigeon & H'el`ene Cossette, 2022. "Individual Claims Reserving using Activation Patterns," Papers 2208.08430, arXiv.org, revised Aug 2023.
  27. Harri Nyrhinen, 2015. "On real growth and run-off companies in insurance ruin theory," Papers 1511.01763, arXiv.org.
  28. Francis Duval & Mathieu Pigeon, 2019. "Individual Loss Reserving Using a Gradient Boosting-Based Approach," Risks, MDPI, vol. 7(3), pages 1-18, July.
  29. Arthur Charpentier & Mathieu Pigeon, 2016. "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Risks, MDPI, vol. 4(2), pages 1-18, May.
  30. Kristian Buchardt & Christian Furrer & Oliver Lunding Sandqvist, 2022. "Transaction time models in multi-state life insurance," Papers 2209.06902, arXiv.org, revised Feb 2023.
  31. Matsui, Muneya, 2014. "Prediction in a non-homogeneous Poisson cluster model," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 10-17.
  32. Benjamin Avanzi & Gregory Clive Taylor & Bernard Wong & Xinda Yang, 2020. "On the modelling of multivariate counts with Cox processes and dependent shot noise intensities," Papers 2004.11169, arXiv.org, revised Dec 2020.
  33. Ayuso Gutierrez, M. Mercedes & Santolino Prieto, Miguel Á., 2008. "Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil co," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 6(1), pages 23-41, December.
  34. Oliver Lunding Sandqvist, 2023. "A multistate approach to disability insurance reserving with information delays," Papers 2312.14324, arXiv.org, revised Jan 2025.
  35. 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.
  36. Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2019. "Infinitely Stochastic Micro Forecasting," Papers 1908.10636, arXiv.org, revised Sep 2019.
  37. Ahn, Soohan & Badescu, Andrei L. & Cheung, Eric C.K. & Kim, Jeong-Rae, 2018. "An IBNR–RBNS insurance risk model with marked Poisson arrivals," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 26-42.
  38. Mat'uv{s} Maciak & Ostap Okhrin & Michal Pev{s}ta, 2018. "Dynamic and granular loss reserving with copulae," Papers 1801.01792, arXiv.org.
  39. 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.
  40. Wahl, Felix & Lindholm, Mathias & Verrall, Richard, 2019. "The collective reserving model," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 34-50.
  41. 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.
  42. Emmanuel Jordy Menvouta & Jolien Ponnet & Robin Van Oirbeek & Tim Verdonck, 2022. "mCube: Multinomial Micro-level reserving Model," Papers 2212.00101, arXiv.org.
  43. Crevecoeur, Jonas & Antonio, Katrien & Desmedt, Stijn & Masquelein, Alexandre, 2023. "Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims," ASTIN Bulletin, Cambridge University Press, vol. 53(2), pages 185-212, May.
  44. Muneya Matsui, 2017. "Prediction of Components in Random Sums," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 573-587, June.
  45. Macci, Claudio & Torrisi, Giovanni Luca, 2004. "Asymptotic results for perturbed risk processes with delayed claims," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 307-320, April.
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