Phuong Anh Vu

UNSW Business School - School of Risk and Actuarial Studies

PhD Candidate

Sydney, NSW 2052

Australia

Université de Montréal - Département de mathématiques et de statistique

PhD Candidate

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

164

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach

UNSW Business School Research Paper No. 2016ACTL01
Number of pages: 27 Posted: 04 Apr 2016 Last Revised: 14 Jul 2016
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 121 (236,549)
Citation 2

Abstract:

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Stochastic Loss Reserving, Dependence, Multivariate Tweedie Distribution, Common Shock, Bayesian Estimation

2.

On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving

UNSW Business School Research Paper No. 2018ACTL01
Number of pages: 29 Posted: 23 Dec 2018
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 24 (509,582)

Abstract:

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Stochastic loss reserving, Dependence, Common shock, Unbalanced data, Negative claims, Multivariate Tweedie distribution, Bayesian estimation

3.

A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving

UNSW Business School Research Paper No. 2019ACTL03
Number of pages: 36 Posted: 02 Jul 2019 Last Revised: 07 Jul 2019
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Business School - School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 19 (538,994)

Abstract:

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Claims Reserving, Evolutionary GLM, Adaptive Reserving, Particle Learning, Common Shock Models