Luis Portugal

ACTUARIAL Group

Av. Duque de Ávila 185 3A-B

Lisbon, 1050-082

Portugal

http://www.actuarial.pt

SCHOLARLY PAPERS

3

DOWNLOADS

204

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Univariate and Multivariate Claims Reserving with Generalised Link Ratios

Insurance: Mathematics and Economics, Vol. 97, pp. 57-67, March 2021 DOI: 10.1016/j.insmatheco.2020.11.011
Number of pages: 35 Posted: 08 May 2019 Last Revised: 28 Jan 2021
ACTUARIAL Group, Monash University - Department of Econometrics & Business Statistics and City University London - Sir John Cass Business School
Downloads 81 (371,979)

Abstract:

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Stochastic Reserving, Multivariate Regression, Homoscedastic and Heteroscedastic Errors, Seemingly Unrelated Regression, Prediction Errors

2.

Claims Reserving with a Stochastic Vector Projection

North American Actuarial Journal, Volume 22, Issue 1, pp. 22-39, March 2018, DOI 10.1080/10920277.2017.1353429
Number of pages: 30 Posted: 21 Aug 2016 Last Revised: 20 Mar 2018
ACTUARIAL Group, Monash University - Department of Econometrics & Business Statistics and Kent Business School
Downloads 77 (383,001)

Abstract:

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Stochastic Reserving, Chain-Ladder Distribution-Free, Vector Projection, Best Estimate, Risk Margin, Link Ratios, Loss Development Factors, Homoscedastic and Heteroscedastic Errors, Prediction Errors

3.

Mortality and Excess Mortality: Improving FluMOMO

Number of pages: 12 Posted: 20 Jan 2021
Luis Portugal
ACTUARIAL Group
Downloads 46 (491,653)

Abstract:

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Flumomo, Generalized Linear Models, Negative Binomial, Autoregressive Process, Death Probability, Overdispersion, Residuals, Pearson Residuals and AIC