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Stochastic loss reserving with mixture density neural networks

Al-Mudafer, Muhammed Taher; Avanzi, Benjamin; Taylor, Greg - In: Insurance / Mathematics & economics 105 (2022), pp. 144-174

Persistent link: https://www.econbiz.de/10013348990

Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach

Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, … - In: Insurance / Mathematics & economics 71 (2016), pp. 63-78

Persistent link: https://www.econbiz.de/10011630609

Model error (or ambiguity) and its estimation, with particular application to loss reserving

Taylor, Greg; Mc Guire, Gráinne - In: Risks : open access journal 11 (2023) 11, pp. 1-28

This paper is concerned with the estimation of forecast error, particularly in relation to insurance loss reserving. Forecast error is generally regarded as consisting of three components, namely parameter, process and model errors. The first two of these components, and their estimation, are...

Persistent link: https://www.econbiz.de/10014435599

Second order Bayesian revision of a generalised linear model

Taylor, Greg (contributor) - 2005

Persistent link: https://www.econbiz.de/10003145396

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

Adaptive reserving using Bayesian revision for the exponential dispersion family

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2007

Persistent link: https://www.econbiz.de/10003632998