UB Paderborn / Katalog / Suche / in CDI

Neural networks applied to chain–ladder reserving

European actuarial journal, 2018-12, Vol.8 (2), p.407-436

Wüthrich, Mario V.

2018

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Paid–incurred chain claims reserving method

Insurance, mathematics & economics, 2010-06, Vol.46 (3), p.568-579

2010

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Chain ladder method: Bayesian bootstrap versus classical bootstrap

Insurance, mathematics & economics, 2010-08, Vol.47 (1), p.36-51

2010

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Bootstrap Methods for Claims Reserving: R Language Approach

WSEAS Transactions Mathematics, 2022-05, Vol.21, p.252-259

2022

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A semi-parametric claims reserving model with monotone splines

Annals of operations research, 2024-05

2024

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A generalized linear model with smoothing effects for claims reserving

Insurance, mathematics & economics, 2011-07, Vol.49 (1), p.27-37

2011

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An individual claims history simulation machine

Risks (Basel), 2018-06, Vol.6 (2), p.1-32

2018

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Detection and correction of outliers in the bivariate chain–ladder method

Insurance, mathematics & economics, 2011-09, Vol.49 (2), p.188-193

2011

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Machine learning in individual claims reserving

Scandinavian actuarial journal, 2018-07, Vol.2018 (6), p.465-480

Wüthrich, Mario V.

2018

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Collective reserving using individual claims data

Scandinavian actuarial journal, 2022-01, Vol.2022 (1), p.1-28

2022

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A machine learning approach for individual claims reserving in insurance

Applied stochastic models in business and industry, 2019-09, Vol.35 (5), p.1127-1155

2019

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A hierarchical reserving model for reported non-life insurance claims

Insurance, mathematics & economics, 2022-05, Vol.104, p.158-184

2022

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Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting

ASTIN Bulletin : The Journal of the IAA, 2024-05, Vol.54 (2), p.310-326

2024

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Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving

Econometrics and statistics, 2022-03

Siu, Tak Kuen

2022

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A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

Insurance, mathematics & economics, 2020-07, Vol.93, p.50-71

2020

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An individual claims reserving model for reported claims

European actuarial journal, 2021-12, Vol.11 (2), p.541-577

Gabrielli, Andrea

2021

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Asymptotic theory for Mack's model

Insurance, mathematics & economics, 2022-11, Vol.107, p.223-268

2022

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Estimating IBNR claim counts using different levels of data aggregation

Communications in statistics. Simulation and computation, 2022-06, Vol.51 (6), p.3013-3036

2022

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FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

ASTIN Bulletin : The Journal of the IAA, 2022-05, Vol.52 (2), p.449-482

2022

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Claim watching and individual claims reserving using classification and regression trees

Risks (Basel), 2019-12, Vol.7 (4), p.1-36

2019

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Explicit moments for a class of micro-models in non-life insurance

Insurance, mathematics & economics, 2019-11, Vol.89, p.140-156

Wahl, Felix

2019

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Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

Insurance, mathematics & economics, 2016-03, Vol.67, p.187-199

2016

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The collective reserving model

Insurance, mathematics & economics, 2019-07, Vol.87, p.34-50

2019

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A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL

ASTIN Bulletin : The Journal of the IAA, 2020-01, Vol.50 (1), p.25-60

Gabrielli, Andrea

2020

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Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents

Accident analysis and prevention, 2018-04, Vol.113, p.244-256

2018

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Neural networks applied to chain–ladder reserving

Paid–incurred chain claims reserving method

Chain ladder method: Bayesian bootstrap versus classical bootstrap

Bootstrap Methods for Claims Reserving: R Language Approach

A semi-parametric claims reserving model with monotone splines

A generalized linear model with smoothing effects for claims reserving

An individual claims history simulation machine

Detection and correction of outliers in the bivariate chain–ladder method

Machine learning in individual claims reserving

Collective reserving using individual claims data

A machine learning approach for individual claims reserving in insurance

A hierarchical reserving model for reported non-life insurance claims

Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting

Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving

A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

An individual claims reserving model for reported claims

Asymptotic theory for Mack's model

Estimating IBNR claim counts using different levels of data aggregation

FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING

Claim watching and individual claims reserving using classification and regression trees

Explicit moments for a class of micro-models in non-life insurance

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

The collective reserving model

A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL

Applying crash data to injury claims - an investigation of determinant factors in severe motor vehicle accidents

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