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Search: subject:"non-life reserving"
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non-life reserving
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accelerated failure time model
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chain-ladder method
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local linear kernel estimation
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operational time
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occurrence
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reinsurance
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Bischofberger, Stephan M.
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Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
Crevecoeur, Jonas
;
Antonio, Katrien
;
Desmedt, Stijn
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 185-212
Persistent link: https://www.econbiz.de/10014320190
Saved in:
2
In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M.
- In:
Risks
8
(
2020
)
1
,
pp. 1-17
iterative algorithm. In an application in
non-life
reserving
, the survival time models the settlement delay of a claim and the …
Persistent link: https://www.econbiz.de/10013200539
Saved in:
3
In-sample hazard forecasting based on survival models with operational time
Bischofberger, Stephan M.
- In:
Risks : open access journal
8
(
2020
)
1/3
,
pp. 1-17
iterative algorithm. In an application in
non-life
reserving
, the survival time models the settlement delay of a claim and the …
Persistent link: https://www.econbiz.de/10012204339
Saved in:
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