Search Results - subject:"over-dispersed Poisson" - EconBiz

Collective reserving using individual claims data

Delong, Łukasz; Lindholm, Mathias; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012872642

Misspecification tests for log-normal and over-dispersed poisson chain-ladder models

Harnau, Jonas - In: Risks 6 (2018) 2, pp. 1-25

popular over-dispersed Poisson model assumes that the over-dispersion is common across the data. A further assumption is that … for the log-normal model are valid in finite samples, those for the over-dispersed Poisson model are derived for large …

Persistent link: https://www.econbiz.de/10011996583

Misspecification tests for log-normal and over-dispersed poisson chain-ladder models

Harnau, Jonas - In: Risks : open access journal 6 (2018) 2, pp. 1-25

popular over-dispersed Poisson model assumes that the over-dispersion is common across the data. A further assumption is that … for the log-normal model are valid in finite samples, those for the over-dispersed Poisson model are derived for large …

Persistent link: https://www.econbiz.de/10011811722

Generalized log-normal chain-ladder

Kuang, D.; Nielsen, Bent - 2018

Persistent link: https://www.econbiz.de/10012492527

Dispersion modelling of outstanding claims with double Poisson regression models

Gao, Guangyuan; Meng, Shengwang; Shi, Yanlin - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 572-586

Persistent link: https://www.econbiz.de/10012793953

Generalized log-normal chain-ladder

Kuang, D.; Nielsen, Bent - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 553-576

Persistent link: https://www.econbiz.de/10012262754

Neural network embedding of the over-dispersed Poisson reserving model

Gabrielli, Andrea; Richman, Ronald; Wüthrich, Mario V. - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10012195016

Misspecification tests for chain-ladder models

Harnau, Jonas - 2017

Persistent link: https://www.econbiz.de/10011907848

Bayesian chain ladder models

Taylor, Greg - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 75-99

Persistent link: https://www.econbiz.de/10010506428

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