Luis Portugal

Department of Mathematical Sciences, University of Liverpool

Chatham Street

Liverpool, L69 7ZA

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

90

CITATIONS

0

Scholarly Papers (2)

1.

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
Department of Mathematical Sciences, University of Liverpool, Monash University - Department of Econometrics & Business Statistics and University of Liverpool
Downloads 58 (360,516)

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

2.

Univariate and Multivariate Claims Reserving with Generalised Link Ratios

Number of pages: 30 Posted: 08 May 2019
Department of Mathematical Sciences, University of Liverpool, Monash University - Department of Econometrics & Business Statistics and City University London - Sir John Cass Business School
Downloads 32 (455,282)

Abstract:

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