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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

We introduce a generalization of the one-dimensional accelerated failure time model allowing the covariate effect to be any positive function of the covariate. This function and the baseline hazard rate are estimated nonparametrically via an iterative algorithm. In an application in non-life...

Persistent link: https://www.econbiz.de/10012204339

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

The impact of major-job mismatch on college graduates' early career earnings : evidence from China

Zhu, Rong - In: Education economics 22 (2014) 5/6, pp. 511-528

Persistent link: https://www.econbiz.de/10010480542

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

Continuous chain-ladder with paid data

Bischofberger, Stephan M.; Hiabu, Munir; Isakson, Alex - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 477-502

Persistent link: https://www.econbiz.de/10012262750

Full Bayesian analysis of claims reserving uncertainty

Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 73 (2017), pp. 41-53

Persistent link: https://www.econbiz.de/10011702044

A robust random coefficient regression representation of the chain-ladder method

Badounas, Ioannis; Bozikas, Apostolos; Pitselis, Georgios - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 151-182

Persistent link: https://www.econbiz.de/10013187294

Competing risk model for predicting stabilization period of university spin-off ventures

Cho, Joon Hyung; Sohn, So Young - In: International entrepreneurship and management journal 13 (2017) 3, pp. 777-796

Persistent link: https://www.econbiz.de/10011950547

An econometric approach to aggregating multiple cardiovascular outcomes in German hospitals

Meggiolaro, Angela; Blankart, Rudolf; Stargardt, Tom; … - In: The European journal of health economics 24 (2023) 5, pp. 785-802

Persistent link: https://www.econbiz.de/10014328097

Modelling dynamic lapse with survival analysis and machine learning in CPI

Aleandri, Marco; Eletti, Alessia - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 37-56

Persistent link: https://www.econbiz.de/10012587814