Centro de Documentacion de Fundación MAPFRE - Compound poisson claims reserving models: extensions and inference

Notas: 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. Registros relacionados: 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. 1137-1156Materia / lugar / evento: Matemática del seguro Métodos estadísticos Cálculo actuarial Reclamaciones Modelos actuariales Otras clasificaciones: 6

‌ Ver detalle del número