Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano A. A non-convex regularization approach for stable estimation of loss development factors. (English) Zbl 1479.91329 Scand. Actuar. J. 2021, No. 9, 779-803 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{H. Jeong} et al., Scand. Actuar. J. 2021, No. 9, 779--803 (2021; Zbl 1479.91329) Full Text: DOI arXiv OpenURL
Hendrych, Radek; Cipra, Tomas Applying state space models to stochastic claims reserving. (English) Zbl 1471.91462 ASTIN Bull. 51, No. 1, 267-301 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{R. Hendrych} and \textit{T. Cipra}, ASTIN Bull. 51, No. 1, 267--301 (2021; Zbl 1471.91462) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{L. E. Nieto-Barajas} and \textit{R. S. Targino}, ASTIN Bull. 51, No. 1, 245--266 (2021; Zbl 1471.91478) Full Text: DOI OpenURL
Goudarzi, Monir; Zokaei, Mohammad Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics. (English) Zbl 07532181 Commun. Stat., Theory Methods 50, No. 21, 4934-4962 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Goudarzi} and \textit{M. Zokaei}, Commun. Stat., Theory Methods 50, No. 21, 4934--4962 (2020; Zbl 07532181) Full Text: DOI OpenURL
Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex Continuous chain-ladder with paid data. (English) Zbl 1448.91254 Scand. Actuar. J. 2020, No. 6, 477-502 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{S. M. Bischofberger} et al., Scand. Actuar. J. 2020, No. 6, 477--502 (2020; Zbl 1448.91254) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 50--71 (2020; Zbl 1446.91055) Full Text: DOI arXiv OpenURL
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard Common shock models for claim arrays. (English) Zbl 1416.91150 ASTIN Bull. 48, No. 3, 1109-1136 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 48, No. 3, 1109--1136 (2018; Zbl 1416.91150) Full Text: DOI Link OpenURL
Lally, Nathan; Hartman, Brian Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping. (English) Zbl 1403.62192 Insur. Math. Econ. 82, 124-140 (2018). MSC: 62P05 62M30 91B30 PDF BibTeX XML Cite \textit{N. Lally} and \textit{B. Hartman}, Insur. Math. Econ. 82, 124--140 (2018; Zbl 1403.62192) Full Text: DOI OpenURL
Zhang, Yanwei Bayesian analysis of big data in insurance predictive modeling using distributed computing. (English) Zbl 1390.62229 ASTIN Bull. 47, No. 3, 943-961 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{Y. Zhang}, ASTIN Bull. 47, No. 3, 943--961 (2017; Zbl 1390.62229) Full Text: DOI OpenURL
Taylor, Greg Existence and uniqueness of chain ladder solutions. (English) Zbl 1390.62224 ASTIN Bull. 47, No. 1, 1-41 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Taylor}, ASTIN Bull. 47, No. 1, 1--41 (2017; Zbl 1390.62224) Full Text: DOI OpenURL
Hong, Liang; Martin, Ryan A review of Bayesian asymptotics in general insurance applications. (English) Zbl 1394.62142 Eur. Actuar. J. 7, No. 1, 231-255 (2017). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{L. Hong} and \textit{R. Martin}, Eur. Actuar. J. 7, No. 1, 231--255 (2017; Zbl 1394.62142) Full Text: DOI OpenURL
Boratyńska, Agata Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (English) Zbl 1395.62321 Insur. Math. Econ. 76, 135-140 (2017). MSC: 62P05 62F15 62C10 62C20 91B30 PDF BibTeX XML Cite \textit{A. Boratyńska}, Insur. Math. Econ. 76, 135--140 (2017; Zbl 1395.62321) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link OpenURL
Shi, Peng; Hartman, Brian M. Credibility in loss reserving. (English) Zbl 1414.91232 N. Am. Actuar. J. 20, No. 2, 114-132 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{P. Shi} and \textit{B. M. Hartman}, N. Am. Actuar. J. 20, No. 2, 114--132 (2016; Zbl 1414.91232) Full Text: DOI OpenURL
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas Rank-based methods for modeling dependence between loss triangles. (English) Zbl 1394.91205 Eur. Actuar. J. 6, No. 2, 377-408 (2016). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{M.-P. Côté} et al., Eur. Actuar. J. 6, No. 2, 377--408 (2016; Zbl 1394.91205) Full Text: DOI OpenURL
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. (English) Zbl 1371.91076 Insur. Math. Econ. 71, 63-78 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 71, 63--78 (2016; Zbl 1371.91076) Full Text: DOI Link OpenURL
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng A marked Cox model for the number of IBNR claims: theory. (English) Zbl 1369.91075 Insur. Math. Econ. 69, 29-37 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Insur. Math. Econ. 69, 29--37 (2016; Zbl 1369.91075) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Bohnert} et al., Insur. Math. Econ. 66, 86--96 (2016; Zbl 1348.62231) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI Link OpenURL
Bühlmann, Hans; Moriconi, Franco Credibility claims reserving with stochastic diagonal effects. (English) Zbl 1390.91166 ASTIN Bull. 45, No. 2, 309-353 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Bühlmann} and \textit{F. Moriconi}, ASTIN Bull. 45, No. 2, 309--353 (2015; Zbl 1390.91166) Full Text: DOI Link OpenURL
Taylor, Greg Bayesian chain ladder models. (English) Zbl 1390.62223 ASTIN Bull. 45, No. 1, 75-99 (2015). MSC: 62P05 62F15 91B30 PDF BibTeX XML Cite \textit{G. Taylor}, ASTIN Bull. 45, No. 1, 75--99 (2015; Zbl 1390.62223) Full Text: DOI OpenURL
Verrall, Richard J.; Wüthrich, Mario V. Parameter reduction in log-normal chain-ladder models. (English) Zbl 1403.91202 Eur. Actuar. J. 5, No. 2, 355-380 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 62F15 62C10 62C12 PDF BibTeX XML Cite \textit{R. J. Verrall} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 5, No. 2, 355--380 (2015; Zbl 1403.91202) Full Text: DOI Link OpenURL
Shi, Peng A copula regression for modeling multivariate loss triangles and quantifying reserving variability. (English) Zbl 1284.62644 Astin Bull. 44, No. 1, 85-102 (2014). MSC: 62P05 62M05 62F40 91B30 PDF BibTeX XML Cite \textit{P. Shi}, ASTIN Bull. 44, No. 1, 85--102 (2014; Zbl 1284.62644) Full Text: DOI OpenURL
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano Prediction error for credible claims reserves: an \(h\)-likelihood approach. (English) Zbl 1304.91104 Eur. Actuar. J. 3, No. 2, 453-470 (2013). MSC: 91B30 91G50 62J12 62F10 62P05 PDF BibTeX XML Cite \textit{P. Gigante} et al., Eur. Actuar. J. 3, No. 2, 453--470 (2013; Zbl 1304.91104) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{R. Salzmann} and \textit{M. V. Wüthrich}, Eur. Actuar. J. 2, No. 2, 227--242 (2012; Zbl 1256.91034) Full Text: DOI Link OpenURL