8 citations · 14 across the 28 of their papers we have counts for
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stat.AP2023
Individual claims reserving using the Aalen--Johansen estimator
Martin Bladt, Gabriele Pittarello
We propose an individual claims reserving model based on the conditional Aalen-Johansen estimator, as developed in Bladt and Furrer (2023b). In our approach, we formulate a multi-s…
stat.AP2021
Phase-type distributions for claim severity regression modeling
Martin Bladt
This paper addresses the task of modeling severity losses using segmentation when the data distribution does not fall into the usual regression frameworks. This situation is not un…
stat.AP2019
Combined Tail Estimation Using Censored Data and Expert Information
Martin Bladt, Hansjoerg Albrecher, Jan Beirlant
We study tail estimation in Pareto-like settings for datasets with a high percentage of randomly right-censored data, and where some expert information on the tail index is availab…