Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
نویسندگان
چکیده
منابع مشابه
Bivariate Archimedean Copulas for Individual Claim Loss Reserving Models*
The estimation of loss reserves for incurred but not reported (IBNR) claims presents an important task for insurance companies to predict their liabilities. Recently, individual claim loss models have attracted a great deal of interest in actuarial literature, which overcome some shortcomings of aggregated claim loss models. The dependence of the event times with the delays is a crucial issue f...
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ژورنال
عنوان ژورنال: Scandinavian Actuarial Journal
سال: 2020
ISSN: 0346-1238,1651-2030
DOI: 10.1080/03461238.2020.1793218