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Year of publication
Subject
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Forecasting model 3 Prognoseverfahren 3 Insurance 2 Loss 2 Theorie 2 Theory 2 Verlust 2 Versicherung 2 ARCH model 1 ARCH-Modell 1 Aggregate Loss reserving 1 Aggregate loss reserving 1 Bayes-Statistik 1 Bayesian and frequentist estimation 1 Bayesian inference 1 Distributional forecast 1 Ensemble learning 1 Estimation 1 Estimation theory 1 GARCH models 1 Linear Pool 1 Risiko 1 Risk 1 Schätztheorie 1 Schätzung 1 backtesting 1 beta linear pool 1 censored optimal pooling 1 distributional forecast 1 ensemble learning 1 linear pool 1 predictive density combination 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Avanzi, Benjamin 2 Li, Yanfeng 2 Wong, Bernard 2 Xian, Alan 2 Ardia, David 1 Kolly, Jeremy 1 Trottier, Denis‐Alexandre 1
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Published in...
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Journal of forecasting 1 Scandinavian actuarial journal 1 UNSW Business School Research Paper 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Ensemble distributional forecasting for insurance loss reserving
Avanzi, Benjamin; Li, Yanfeng; Wong, Bernard; Xian, Alan - In: Scandinavian actuarial journal 2024 (2024) 9, pp. 971-1012
Persistent link: https://www.econbiz.de/10015188234
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Ensemble Distributional Forecasting for Insurance Loss Reserving
Avanzi, Benjamin; Li, Yanfeng; Wong, Bernard; Xian, Alan - 2022
Loss reserving generally focuses on identifying a single model that can generate superior predictive performance. However, different loss reserving models specialise in capturing different aspects of loss data. This is recognised in practice in the sense that results from different models are...
Persistent link: https://www.econbiz.de/10014243400
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David; Kolly, Jeremy; Trottier, Denis‐Alexandre - In: Journal of forecasting 36 (2017) 7, pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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