Individual loss reserving for multi-coverage insurance

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<dc:creator>Turcotte, Roxane</dc:creator>
<dc:creator>Shi, Peng</dc:creator>
<dc:creator>International Actuarial Association</dc:creator>
<dc:date>2026-04-20</dc:date>
<dc:description xml:lang="es">Sumario: The 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/190605.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">Siniestros</dc:subject>
<dc:subject xml:lang="es">Reservas técnicas para siniestros</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Seguro de automóviles</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Individual loss reserving for multi-coverage insurance</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 20/04/2026 Volumen 56 Número 2 - abril 2026 , 22 p.</dc:relation>
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