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Prediction of claim numbers based on hazard rates

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  • Spreeuw, Jaap
  • Goovaerts, Marc

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  • Spreeuw, Jaap & Goovaerts, Marc, 1998. "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 59-69, October.
    • Handle: RePEc:eee:insuma:v:23:y:1998:i:1:p:59-69
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    References listed on IDEAS

    as
    1. Verbeek, H. G., 1972. "An approach to the analysis of claims experience in motor liability excess of loss reinsurance," ASTIN Bulletin, Cambridge University Press, vol. 6(3), pages 195-202, May.
    2. Mack, Thomas, 1994. "Which stochastic model is underlying the chain ladder method?," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 133-138, December.
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    Cited by:

    1. 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.
    2. 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.
    3. Herbst, Tomas, 1999. "An application of randomly truncated data models in reserving IBNR claims," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 123-131, November.

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