Add to ORKGWe consider a Generalized Linear Mixed Model for claims reserving with the aim of taking account of external information, besides the usual data given by a claims development triangle of observations. The external data are incorporated into the model by connecting them with the random effects. A numerical example is provided
This thesis studies the benefits of using generalized linear modelling methods in claim reserving in...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
An overview of the potential of Generalized Linear Models as a means of modelling the salient featur...
In the actuarial practice, the Bornhuetter-Ferguson (BF) method is commonly used to combine external...
In the presented thesis we deal with the generalized linear models framework in a claims reserving p...
In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by...
In the presented thesis the issue of dependency between response variables within the subjects in th...
[eng] It is presented an application of generalized linear mixed models to the claim reserving probl...
3The claims reserving problem is often addressed in the context of regression models, with parameter...
This diploma project is focused on the estimation of incurred value of claim and probability of the ...
Professor Verrall nicely illustrates how Bayesian models can be applied to claims reserving within t...
Using the statistical methodology of semi-parametric regression and its connection with mixed models...
A Tweedie regression model with random effects is applied to claims reserving in general insurance. ...
Renshaw and Verrall (1994) specified the generalized linear model (GLM) underlying the chain-ladder ...
Submitted in partial fulfillment of the requirements for the Degree of Actuarial Science at Strathmo...
This thesis studies the benefits of using generalized linear modelling methods in claim reserving in...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
An overview of the potential of Generalized Linear Models as a means of modelling the salient featur...
In the actuarial practice, the Bornhuetter-Ferguson (BF) method is commonly used to combine external...
In the presented thesis we deal with the generalized linear models framework in a claims reserving p...
In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by...
In the presented thesis the issue of dependency between response variables within the subjects in th...
[eng] It is presented an application of generalized linear mixed models to the claim reserving probl...
3The claims reserving problem is often addressed in the context of regression models, with parameter...
This diploma project is focused on the estimation of incurred value of claim and probability of the ...
Professor Verrall nicely illustrates how Bayesian models can be applied to claims reserving within t...
Using the statistical methodology of semi-parametric regression and its connection with mixed models...
A Tweedie regression model with random effects is applied to claims reserving in general insurance. ...
Renshaw and Verrall (1994) specified the generalized linear model (GLM) underlying the chain-ladder ...
Submitted in partial fulfillment of the requirements for the Degree of Actuarial Science at Strathmo...
This thesis studies the benefits of using generalized linear modelling methods in claim reserving in...
The prediction of adequate claims reserves is a major subject in actuarial practice and science. Due...
An overview of the potential of Generalized Linear Models as a means of modelling the salient featur...