Compound poisson claims reserving models: extensions and inference

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<dc:creator>Meng, Shengwang</dc:creator>
<dc:date>2018-09-03</dc:date>
<dc:description xml:lang="es">Sumario: This paper considers compound Poisson claims reserving models applied to the paid claims and to the number of payments run-off triangles. It extends the standard Poisson-gamma assumption to account for over-dispersion in the payment counts and to account for various mean and variance structures in the individual payments. </dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/166096.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Métodos estadísticos</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Reclamaciones</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Compound poisson claims reserving models: extensions and inference</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1137-1156</dc:relation>
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