Cover Image

Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Calcetero-Vanegas, Sebastian, Badescu, Andrei L., Lin, X. Sheldon
Format:	Preprint
Published:	2023
Subjects:	Econometrics Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Effective experience rating for large insurance portfolios via surrogate modeling
by: Calcetero-Vanegas, Sebastian, et al.
Published: (2022)

A Population Sampling Framework for Claim Reserving in General Insurance
by: Vanegas, Sebastian Calcetero, et al.
Published: (2025)

Probability of Causation with Sample Selection: A Reanalysis of the Impacts of Jóvenes en Acción on Formality
by: Possebom, Vitor, et al.
Published: (2022)

The Chained Difference-in-Differences
by: Bellégo, Christophe, et al.
Published: (2023)

Marked Cox Models for IBNR Claims Count: Continuous and Discretized Approaches with Dirichlet-Driven Reporting Delays
by: Abdelrahman, Hassan, et al.
Published: (2024)

Optimizing Data-driven Weights In Multidimensional Indexes
by: Ceriani, Lidia, et al.
Published: (2025)

On the Wisdom of Crowds (of Economists)
by: Diebold, Francis X., et al.
Published: (2025)

Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
by: Feng, Shuo, et al.
Published: (2024)

A Portfolio-Anchored Frequency-Severity Risk Index for Trip and Driver Assessment Using Telematics Signals
by: Lee, Jongtaek, et al.
Published: (2026)

Difference-in-Discontinuities: Estimation, Inference and Validity Tests
by: Picchetti, Pedro, et al.
Published: (2024)

Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by: Bie, Siyu, et al.
Published: (2024)

On Robust Inference in Time Series Regression
by: Baillie, Richard T., et al.
Published: (2022)

Assessing Driving Risk Through Unsupervised Detection of Anomalies in Telematics Time Series Data
by: Chan, Ian Weng, et al.
Published: (2024)

Two-way Clustering Robust Variance Estimator in Quantile Regression Models
by: Hounyo, Ulrich, et al.
Published: (2026)

Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by: Ng, Max T. M., et al.
Published: (2024)

Interpretational errors with instrumental variables
by: Locher, Luca, et al.
Published: (2025)

Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach
by: van Praag, Bernard M. S., et al.
Published: (2025)

Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
by: Buchwalter, Bastien, et al.
Published: (2025)

From Chain-Ladder to Individual Claims Reserving
by: Richman, Ronald, et al.
Published: (2026)

A Model of the Fed's View on Inflation
by: Hasenzagl, Thomas, et al.
Published: (2020)

A Quantile Nelson-Siegel model
by: Iacopini, Matteo, et al.
Published: (2024)

A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by: Krüger, Fabian
Published: (2024)

Selecting and Testing Asset Pricing Models: A Stepwise Approach
by: Feng, Guanhao, et al.
Published: (2026)

A Formal Theory of Survey Experiment Generalizability: Attention and Salience
by: Fu, Jiawei, et al.
Published: (2024)

Volatility Spillovers in China's Real Estate Crisis: A Network Approach
by: Manso, Julia
Published: (2026)

A Bayesian Ensemble Projection of Climate Change and Technological Impacts on Future Crop Yields
by: Li, Dan, et al.
Published: (2025)

A Korean Macroeconomic Database for Data-Rich Policy Analysis and U.S.--Korea Dependence
by: Baek, Changryong, et al.
Published: (2025)

Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by: Ma, Mingpu
Published: (2024)

Implementing Substance Over Form: A Novel Metric for Taxing E-commerce to Address Deterritorialization
by: Tuobang, Li
Published: (2026)

Learning from crises: A new class of time-varying parameter VARs with observable adaptation
by: Hardy, Nicolas, et al.
Published: (2025)

Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach
by: Obradović, Filip
Published: (2022)

Institutional Learning and Volatility Transmission in ASEAN Equity Markets: A Network-Integrated Regime-Dependent Approach
by: Yang, Junlin
Published: (2025)

Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis
by: Ichino, Andrea, et al.
Published: (2025)

Time-Varying Identification of Monetary Policy Shocks
by: Camehl, Annika, et al.
Published: (2023)

Digital Divide: Evidence from the 2020 Canadian Internet Use Survey
by: Jasiak, Joann, et al.
Published: (2023)

Correcting Sample Selection Bias in PISA Rankings
by: Boussim, Onil
Published: (2023)

Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador
by: Centorrino, Samuele, et al.
Published: (2023)

Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
by: Hu, Yu Jeffrey, et al.
Published: (2023)

Causal inference and policy evaluation without a control group
by: Cerqua, Augusto, et al.
Published: (2023)

100-Day Analysis of USD/IDR Exchange Rate Dynamics Around the 2025 U.S. Presidential Inauguration
by: Herho, Sandy H. S., et al.
Published: (2025)