FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2078591852> ?p ?o ?g. }

• W2078591852 abstract "The number and cost of claims that will arise from each policy of an insurance company’s portfolio are unknown. In fact, there is a high degree of uncertainty on how much will ultimately be the cost of claims, not only during the period of inception but also after the contract termination, since there might be future, not yet reported, losses associated with past claims. Therefore, in practice, insurance companies have to protect themselves against the possibility of this ultimate cost by creating an additional reserve known as the incurred but not reported (IBNR) reserve. This work introduces new non-parametric models to IBNR estimation based on kernel methods; namely, support vector regression and Gaussian process regression. These are used to learn certain types of nonlinear structures present in claims data using the residuals produced by a benchmark IBNR estimation model, Mack’s chain ladder. The proposed models are then compared to Mack’s model using real data examples. Our results show that the three new proposed models are competitive when compared to Mack’s benchmark model: they may produce the closest predictions of IBNR and also more accurate estimates, given that the variance for the reserve estimation, obtained through the bootstrap technique, is usually smaller than the one given by Mack’s model." @default.
• W2078591852 created "2016-06-24" @default.
• W2078591852 creator A5000881869 @default.
• W2078591852 creator A5003031267 @default.
• W2078591852 creator A5065188669 @default.
• W2078591852 creator A5078456964 @default.
• W2078591852 date "2012-01-01" @default.
• W2078591852 modified "2023-09-27" @default.
• W2078591852 title "A NON-PARAMETRIC METHOD FOR INCURRED BUT NOT REPORTED CLAIM RESERVE ESTIMATION" @default.
• W2078591852 cites W1498987318 @default.
• W2078591852 cites W1746819321 @default.
• W2078591852 cites W1925821051 @default.
• W2078591852 cites W1964357740 @default.
• W2078591852 cites W2003440659 @default.
• W2078591852 cites W2025869848 @default.
• W2078591852 cites W2042031583 @default.
• W2078591852 cites W2089245375 @default.
• W2078591852 cites W2123737232 @default.
• W2078591852 cites W2134548066 @default.
• W2078591852 cites W2148603752 @default.
• W2078591852 cites W2157963336 @default.
• W2078591852 cites W3119651796 @default.
• W2078591852 doi "https://doi.org/10.1615/int.j.uncertaintyquantification.v2.i1.40" @default.
• W2078591852 hasPublicationYear "2012" @default.
• W2078591852 type Work @default.
• W2078591852 sameAs 2078591852 @default.
• W2078591852 citedByCount "10" @default.
• W2078591852 countsByYear W20785918522013 @default.
• W2078591852 countsByYear W20785918522014 @default.
• W2078591852 countsByYear W20785918522016 @default.
• W2078591852 countsByYear W20785918522018 @default.
• W2078591852 countsByYear W20785918522019 @default.
• W2078591852 countsByYear W20785918522020 @default.
• W2078591852 countsByYear W20785918522021 @default.
• W2078591852 countsByYear W20785918522022 @default.
• W2078591852 countsByYear W20785918522023 @default.
• W2078591852 crossrefType "journal-article" @default.
• W2078591852 hasAuthorship W2078591852A5000881869 @default.
• W2078591852 hasAuthorship W2078591852A5003031267 @default.
• W2078591852 hasAuthorship W2078591852A5065188669 @default.
• W2078591852 hasAuthorship W2078591852A5078456964 @default.
• W2078591852 hasConcept C10138342 @default.
• W2078591852 hasConcept C102366305 @default.
• W2078591852 hasConcept C105795698 @default.
• W2078591852 hasConcept C117251300 @default.
• W2078591852 hasConcept C119857082 @default.
• W2078591852 hasConcept C121955636 @default.
• W2078591852 hasConcept C126255220 @default.
• W2078591852 hasConcept C13280743 @default.
• W2078591852 hasConcept C149782125 @default.
• W2078591852 hasConcept C162324750 @default.
• W2078591852 hasConcept C185798385 @default.
• W2078591852 hasConcept C187736073 @default.
• W2078591852 hasConcept C196083921 @default.
• W2078591852 hasConcept C205649164 @default.
• W2078591852 hasConcept C2780821815 @default.
• W2078591852 hasConcept C33923547 @default.
• W2078591852 hasConcept C41008148 @default.
• W2078591852 hasConcept C81692654 @default.
• W2078591852 hasConcept C83546350 @default.
• W2078591852 hasConcept C96250715 @default.
• W2078591852 hasConceptScore W2078591852C10138342 @default.
• W2078591852 hasConceptScore W2078591852C102366305 @default.
• W2078591852 hasConceptScore W2078591852C105795698 @default.
• W2078591852 hasConceptScore W2078591852C117251300 @default.
• W2078591852 hasConceptScore W2078591852C119857082 @default.
• W2078591852 hasConceptScore W2078591852C121955636 @default.
• W2078591852 hasConceptScore W2078591852C126255220 @default.
• W2078591852 hasConceptScore W2078591852C13280743 @default.
• W2078591852 hasConceptScore W2078591852C149782125 @default.
• W2078591852 hasConceptScore W2078591852C162324750 @default.
• W2078591852 hasConceptScore W2078591852C185798385 @default.
• W2078591852 hasConceptScore W2078591852C187736073 @default.
• W2078591852 hasConceptScore W2078591852C196083921 @default.
• W2078591852 hasConceptScore W2078591852C205649164 @default.
• W2078591852 hasConceptScore W2078591852C2780821815 @default.
• W2078591852 hasConceptScore W2078591852C33923547 @default.
• W2078591852 hasConceptScore W2078591852C41008148 @default.
• W2078591852 hasConceptScore W2078591852C81692654 @default.
• W2078591852 hasConceptScore W2078591852C83546350 @default.
• W2078591852 hasConceptScore W2078591852C96250715 @default.
• W2078591852 hasLocation W20785918521 @default.
• W2078591852 hasOpenAccess W2078591852 @default.
• W2078591852 hasPrimaryLocation W20785918521 @default.
• W2078591852 hasRelatedWork W1497975305 @default.
• W2078591852 hasRelatedWork W1539045307 @default.
• W2078591852 hasRelatedWork W1564037532 @default.
• W2078591852 hasRelatedWork W1972216616 @default.
• W2078591852 hasRelatedWork W1978405907 @default.
• W2078591852 hasRelatedWork W1998159071 @default.
• W2078591852 hasRelatedWork W2017865598 @default.
• W2078591852 hasRelatedWork W2110562107 @default.
• W2078591852 hasRelatedWork W2130469802 @default.
• W2078591852 hasRelatedWork W2167003537 @default.
• W2078591852 hasRelatedWork W2167032759 @default.
• W2078591852 hasRelatedWork W2360571726 @default.
• W2078591852 hasRelatedWork W2363682548 @default.
• W2078591852 hasRelatedWork W2583608498 @default.
• W2078591852 hasRelatedWork W2911738462 @default.
• W2078591852 hasRelatedWork W2972126509 @default.

• next