PAID-INCURRED CHAIN RESERVING METHOD WITH DEPENDENCE MODELING
نویسندگان
چکیده
منابع مشابه
Paid-Incurred Chain Claims Reserving Method
We present a novel stochastic model for claims reserving that allows to combine claims payments and incurred losses information. The main idea is to combine two claims reserving models (Hertig’s model [11] and Gogol’s model [8]) leading to a log-normal paid-incurred chain (PIC) model. Using a Bayesian point of view for the parameter modelling we derive in this Bayesian PIC model the full predic...
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2013
ISSN: 0515-0361,1783-1350
DOI: 10.1017/asb.2012.4