Stochastic loss reserving using individual information model with over-dispersed Poisson
| Autor: | Zhigao Wang, Xianyi Wu, Chunjuan Qiu |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
Computer science business.industry Settlement (structural) Applied Mathematics Poisson distribution symbols.namesake Quasi-likelihood Computational Theory and Mathematics Information model symbols Econometrics Statistics Probability and Uncertainty business Analysis Risk management |
| Zdroj: | Statistical Theory and Related Fields. 6:114-128 |
| ISSN: | 2475-4277 2475-4269 |
| Popis: | For stochastic loss reserving, we propose an individual information model (IIM) which accommodates not only individual/micro data consisting of incurring times, reporting developments, settlement d... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|