{"paper":{"title":"Modeling Dependencies in Claims Reserving with GEE","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","math.ST","stat.ME","stat.TH"],"primary_cat":"stat.AP","authors_text":"Michal Pe\\v{s}ta, \\v{S}\\'arka Hudecov\\'a","submitted_at":"2013-06-17T08:40:34Z","abstract_excerpt":"A common approach to the claims reserving problem is based on generalized linear models (GLM). Within this framework, the claims in different origin and development years are assumed to be independent variables. If this assumption is violated, the classical techniques may provide incorrect predictions of the claims reserves or even misleading estimates of the prediction error.\n  In this article, the application of generalized estimating equations (GEE) for estimation of the claims reserves is shown. Claim triangles are handled as panel data, where claim amounts within the same accident year ar"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1306.3768","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}