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Credibility Using Copulas
cross-section of risk classes towns with a history of insurance claims available for each risk class. For ... For the marginal claims distributions, we use generalized linear models, an extension of linear regression ...- Authors: Edward Frees, PING WANG
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods; Modeling & Statistical Methods>Stochastic models
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Claims Reserving When There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal distribution
There Are Negative Values in the Runoff Triangle: Bayesian analysis using the three-parameter log-normal ... 8/5-7/2004, University of Iowa in Iowa City, Iowa. This paper discusses the reserving of claims when there ...- Authors: Enrique de Alba, Jose Gilberto Atondo Siu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Bayesian methods