| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260013329 |
| 003 | | | MAP |
| 005 | | | 20260603180826.0 |
| 008 | | | 260427e20260420bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a11 |
| 100 | | | $0MAPA20260007991$aTurcotte, Roxane |
| 245 | 1 | 0 | $aIndividual loss reserving for multi-coverage insurance$cRoxane Turcotte and Peng Shi |
| 520 | | | $aThe article presents a micro-level actuarial model for estimating loss reserves in insurance policies with multiple coverages. Using a multivariate regression approach based on Gaussian copulas, the model jointly analyzes claim settlement time and ultimate losses by coverage type, explicitly capturing the dependence between them. The study proposes a stage-wise estimation procedure that improves computational efficiency in the presence of censored and unbalanced data. The model is validated through simulation studies and applied to a large portfolio of automobile insurance claims in Canada. The results show significant improvements in the dynamic prediction of loss reserves and in the quantification of uncertainty compared with independent methods |
| 650 | | 4 | $0MAPA20080556495$aSiniestros |
| 650 | | 4 | $0MAPA20080629618$aReservas técnicas para siniestros |
| 650 | | 4 | $0MAPA20080592011$aModelos actuariales |
| 650 | | 4 | $0MAPA20080603779$aSeguro de automóviles |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 700 | 1 | | $0MAPA20100048726$aShi, Peng |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g20/04/2026 Volumen 56 Número 2 - abril 2026 , 22 p.$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
