A censored copula model for micro-level claim reserving
نویسندگان
چکیده
منابع مشابه
Fuzzy claim reserving in non-life insurance
This paper develops several expressions to quantify claim provisions to account in financial statements of a non-life insurance company under the hypothesis of a fuzzy environment. Concretely, by applying the expected value of a fuzzy number and the more general concept of value of a fuzzy number to the ANOVA claim predicting model [2] we estimate claim reserves to account in insurer’s balance ...
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Accurate loss reserves are essential for insurers to maintain adequate capital and to efficiently price their insurance products. Loss reserving for Property & Casualty (P&C) insurance is usually based on macro-level models with aggregate data in a run-off triangle but many limitations exist in these models despite of their simplicity. A run-off triangle is a summary of underlying individual cl...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2019
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2019.04.001