Riegel, Ulrich An incremental loss ratio method using prior information on calendar year effects. (English) Zbl 1521.91319 Eur. Actuar. J. 13, No. 1, 91-123 (2023). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{U. Riegel}, Eur. Actuar. J. 13, No. 1, 91--123 (2023; Zbl 1521.91319) Full Text: DOI
Nieto-Barajas, Luis E.; Targino, Rodrigo S. A gamma moving average process for modelling dependence across development years in run-off triangles. (English) Zbl 1471.91478 ASTIN Bull. 51, No. 1, 245-266 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. E. Nieto-Barajas} and \textit{R. S. Targino}, ASTIN Bull. 51, No. 1, 245--266 (2021; Zbl 1471.91478) Full Text: DOI
Portugal, Luís; Pantelous, Athanasios A.; Verrall, Richard Univariate and multivariate claims reserving with generalized link ratios. (English) Zbl 1460.91237 Insur. Math. Econ. 97, 57-67 (2021). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{L. Portugal} et al., Insur. Math. Econ. 97, 57--67 (2021; Zbl 1460.91237) Full Text: DOI
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. (English) Zbl 1446.91055 Insur. Math. Econ. 93, 50-71 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Calendar year effect modeling for claims reserving in HGLM. (English) Zbl 1427.91230 ASTIN Bull. 49, No. 3, 763-786 (2019). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{P. Gigante} et al., ASTIN Bull. 49, No. 3, 763--786 (2019; Zbl 1427.91230) Full Text: DOI
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien Sarmanov family of bivariate distributions for multivariate loss reserving analysis. (English) Zbl 1414.91154 N. Am. Actuar. J. 20, No. 2, 184-200 (2016). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link
Bohnert, Alexander; Gatzert, Nadine; Kolb, Andreas Assessing inflation risk in non-life insurance. (English) Zbl 1348.62231 Insur. Math. Econ. 66, 86-96 (2016). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{A. Bohnert} et al., Insur. Math. Econ. 66, 86--96 (2016; Zbl 1348.62231) Full Text: DOI
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Modeling dependence between loss triangles with hierarchical Archimedean copulas. (English) Zbl 1390.91154 ASTIN Bull. 45, No. 3, 577-599 (2015). MSC: 91B30 62H05 62P05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI Link
Shi, Peng; Basu, Sanjib; Meyers, Glenn G. A Bayesian log-normal model for multivariate loss reserving. (English) Zbl 1291.91126 N. Am. Actuar. J. 16, No. 1, 29-51 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{P. Shi} et al., N. Am. Actuar. J. 16, No. 1, 29--51 (2012; Zbl 1291.91126) Full Text: DOI
Salzmann, Robert; Wüthrich, Mario V. Modeling accounting year dependence in runoff triangles. (English) Zbl 1256.91034 Eur. Actuar. J. 2, No. 2, 227-242 (2012). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{R. Salzmann} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 2, No. 2, 227--242 (2012; Zbl 1256.91034) Full Text: DOI Link