Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach B Avanzi, G Taylor, PA Vu, B Wong Insurance: Mathematics and Economics 71, 63-78, 2016 | 30 | 2016 |
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving B Avanzi, G Taylor, PA Vu, B Wong Insurance: Mathematics and Economics 93, 50-71, 2020 | 14 | 2020 |
Auto-balanced common shock claim models G Taylor, PA Vu Annals of Actuarial Science 17 (3), 580-605, 2023 | 1 | 2023 |
On unbalanced data and common shock models in stochastic loss reserving B Avanzi, G Taylor, PA Vu, B Wong Annals of Actuarial Science 15 (1), 173-203, 2021 | 1 | 2021 |