On unbalanced data and common shock models in stochastic loss reserving
نویسندگان
چکیده
منابع مشابه
Comparing Micro- and Macro-Level Loss Reserving Models
Accurate loss reserves are essential for insurers to maintain adequate capital and to efficiently price their insurance products. Loss reserving for Property & Casualty insurance is usually based on macro-level models with aggregate data in a run-off triangle. The macro-level models may generate material errors in the reserve estimates when assumptions underlying the estimates evolve over time ...
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ژورنال
عنوان ژورنال: Annals of Actuarial Science
سال: 2020
ISSN: 1748-4995,1748-5002
DOI: 10.1017/s1748499520000196