17 citations · 18 across the 3 of their papers we have counts for
4 papers
Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims
Jonas Crevecoeur, Katrien Antonio, Stijn Desmedt +1
Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and cla…
A hierarchical reserving model for reported non-life insurance claims
Jonas Crevecoeur, Jens Robben, Katrien Antonio
Traditional non-life reserving models largely neglect the vast amount of information collected over the lifetime of a claim. This information includes covariates describing the pol…
Modeling the occurrence of events subject to a reporting delay via an EM algorithm
Roel Verbelen, Katrien Antonio, Gerda Claeskens +1
A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking prevent…
Modeling the number of hidden events subject to observation delay
Jonas Crevecoeur, Katrien Antonio, Roel Verbelen
This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant…