Compound poisson claims reserving models: extensions and inference

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<title>Compound poisson claims reserving models: extensions and inference</title>
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<abstract displayLabel="Summary">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. </abstract>
<note type="statement of responsibility">Shengwang Meng, Guangyuan Gao</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1137-1156</text>
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