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A censored copula model for micro-level claim reserving
Lopez, Olivier - In: Insurance / Mathematics & economics 87 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012058903
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A tree-based algorithm adapted to microlevel reserving and long development claims
Lopez, Olivier; Milhaud, Xavier; Thérond, Pierre-E. - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 741-762
Persistent link: https://www.econbiz.de/10012125135
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Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
Lopez, Olivier; Milhaud, Xavier - In: Scandinavian actuarial journal 2021 (2021) 1, pp. 34-53
Persistent link: https://www.econbiz.de/10012484029