Add to ORKGA Tweedie regression model with random effects is applied to claims reserving in general insurance. The parameter estimates are obtained by following two different approaches: the one in Ohlsson, Johansson (2006), which combines generalized linear models with credibility, and the hierarchical generalized linear models approach (Lee, Nelder (2001)). In both cases the claims reserves and the estimation errors are evaluated. A numerical example illustrates the two approaches
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
In the presented thesis the issue of dependency between response variables within the subjects in th...
Non-life insurers are often faced with the challenge of estimating the future reserves necessary to ...
3The claims reserving problem is often addressed in the context of regression models, with parameter...
We consider a Tweedie's compound Poisson regression model with fixed and random effects, to describe...
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...
In this paper we consider a hierarchical overdispersed Poisson-gamma model for claims reserving as a...
In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by...
In this thesis, we consider several existing models in a claims reserving problem. We compare the tr...
Using the statistical methodology of semi-parametric regression and its connection with mixed models...
According to the newly developing International Accounting Standards, the evaluation of the liabilit...
Non-life insurance companies need to set aside reserves to meet their claims liability cash flows. T...
In the presented thesis we deal with the generalized linear models framework in a claims reserving p...
One of the most important techniques used in general insurance pricing is the credibility ratemaking...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
In the presented thesis the issue of dependency between response variables within the subjects in th...
Non-life insurers are often faced with the challenge of estimating the future reserves necessary to ...
3The claims reserving problem is often addressed in the context of regression models, with parameter...
We consider a Tweedie's compound Poisson regression model with fixed and random effects, to describe...
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...
In this paper we consider a hierarchical overdispersed Poisson-gamma model for claims reserving as a...
In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by...
In this thesis, we consider several existing models in a claims reserving problem. We compare the tr...
Using the statistical methodology of semi-parametric regression and its connection with mixed models...
According to the newly developing International Accounting Standards, the evaluation of the liabilit...
Non-life insurance companies need to set aside reserves to meet their claims liability cash flows. T...
In the presented thesis we deal with the generalized linear models framework in a claims reserving p...
One of the most important techniques used in general insurance pricing is the credibility ratemaking...
In the last three decades, a variety of stochastic reserving models have been proposed in the genera...
In the presented thesis the issue of dependency between response variables within the subjects in th...
Non-life insurers are often faced with the challenge of estimating the future reserves necessary to ...