Huang, Jinlong; Wu, Xianyi; Zhou, Xian Asymptotic behaviors of stochastic reserving: aggregate versus individual models. (English) Zbl 1348.91292 Eur. J. Oper. Res. 249, No. 2, 657-666 (2016). MSC: 91G70 91B30 62F12 62P05 PDFBibTeX XMLCite \textit{J. Huang} et al., Eur. J. Oper. Res. 249, No. 2, 657--666 (2016; Zbl 1348.91292) Full Text: DOI
Huang, Jinlong; Qiu, Chunjuan; Wu, Xianyi Stochastic loss reserving in discrete time: individual vs. aggregate data models. (English) Zbl 1329.62411 Commun. Stat., Theory Methods 44, No. 10, 2180-2206 (2015). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Huang} et al., Commun. Stat., Theory Methods 44, No. 10, 2180--2206 (2015; Zbl 1329.62411) Full Text: DOI
Huang, Jinlong; Qiu, Chunjuan; Wu, Xianyi; Zhou, Xian An individual loss reserving model with independent reporting and settlement. (English) Zbl 1348.62240 Insur. Math. Econ. 64, 232-245 (2015). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Huang} et al., Insur. Math. Econ. 64, 232--245 (2015; Zbl 1348.62240) Full Text: DOI