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Claims reserving and generalised additive models

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  • Verrall, Richard

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  • Verrall, Richard, 1996. "Claims reserving and generalised additive models," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 31-43, December.
    • Handle: RePEc:eee:insuma:v:19:y:1996:i:1:p:31-43
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    References listed on IDEAS

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    1. Gavin, John & Haberman, Steven & Verrall, Richard, 1993. "Moving weighted average graduation using kernel estimation," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 113-126, April.
    2. Verrall, R. J., 1991. "On the estimation of reserves from loglinear models," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 75-80, March.
    3. Verrall, R.J., 1990. "Bayes and Empirical Bayes Estimation for the Chain Ladder Model," ASTIN Bulletin, Cambridge University Press, vol. 20(2), pages 217-243, November.
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    Cited by:

    1. Katrien Antonio & Jan Beirlant, 2008. "Issues in Claims Reserving and Credibility: A Semiparametric Approach With Mixed Models," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 643-676, September.
    2. Kunkler, Michael, 2006. "Modelling negatives in stochastic reserving models," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 540-555, June.
    3. Yanwei Zhang & Vanja Dukic, 2013. "Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(4), pages 891-919, December.
    4. Peng Shi, 2017. "A Multivariate Analysis of Intercompany Loss Triangles," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(2), pages 717-737, June.
    5. Murwan H. M. A. Siddig, 2016. "Application of the Generalized Linear Models in Actuarial Framework," Papers 1611.02556, arXiv.org.
    6. Tingting Chen & Anthony Francis Desmond & Peter Adamic, 2023. "Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
    7. Björkwall, Susanna & Hössjer, Ola & Ohlsson, Esbjörn & Verrall, Richard, 2011. "A generalized linear model with smoothing effects for claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 27-37, July.

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