Semiparametric model for prediction of individual claim loss reserving

By Xiao Bing Zhao, Xian Zhou, J. Wang. 2009

50 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/eb1247669d91727f74bb4bc28913c596ff5b904e

Citations in the corpus

• Micro-level stochastic loss reserving for general insurance (2012, unknown): “Zhao et al. (2009) and Zhao and Zhou (2009) present a model for individual claims development using (semiparametric) techniques from survival analysis and copula methods.”
• Individual Loss Reserving with the Multivariate Skew Normal Model (2011, unknown): “More recently, a semi-parametric model (Zhao & Zhou & Wang (2009)) and a so–called micro–model (Antonio & Plat (2011)) have been introduced.”