Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Verbeek, H. G., 1972. "An approach to the analysis of claims experience in motor liability excess of loss reinsurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 6(03), pages 195-202, May.
- Wu, Hsien-Chung, 2003. "Fuzzy estimates of regression parameters in linear regression models for imprecise input and output data," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 203-217, February.
- Shapiro, Arnold F., 2009. "Fuzzy random variables," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 307-314, April.
- Hossack,I. B. & Pollard,J. H. & Zehnwirth,B., 1999. "Introductory Statistics with Applications in General Insurance," Cambridge Books, Cambridge University Press, number 9780521655347, April.
- Paulo J. R. Pinheiro & João Manuel Andrade e Silva & Maria de Lourdes Centeno, 2003. "Bootstrap Methodology in Claim Reserving," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 701-714.
- Hossack,I. B. & Pollard,J. H. & Zehnwirth,B., 1999. "Introductory Statistics with Applications in General Insurance," Cambridge Books, Cambridge University Press, number 9780521652346, April.
- Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
- Jorge de Andrés Sánchez & Antonio Terceño Gómez, 2003. "Applications of Fuzzy Regression in Actuarial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 665-699.
- Taylor, G. C., 1977. "Separation of Inflation and other Effects from the Distribution of Non-Life Insurance Claim Delays," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 9(1-2), pages 219-230, January.
- de Andres-Sanchez, Jorge, 2007. "Claim reserving with fuzzy regression and Taylor's geometric separation method," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 145-163, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Heberle, Jochen & Thomas, Anne, 2014. "Combining chain-ladder claims reserving with fuzzy numbers," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 96-104.
- repec:eee:insuma:v:79:y:2018:i:c:p:101-106 is not listed on IDEAS
More about this item
KeywordsInsurance Outstanding claim reserves Geometric separation method Fuzzy numbers Hybrid fuzzy regression analysis Weighted functions of fuzzy numbers;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:47:y:2010:i:2:p:113-122. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.