Turcotte, Roxane Individual loss reserving for multi-coverage insurance / Roxane Turcotte and Peng Shi 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 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. 1. Siniestros . 2. Reservas técnicas para siniestros . 3. Modelos actuariales . 4. Seguro de automóviles . 5. Cálculo actuarial . I. Shi, Peng . II. International Actuarial Association . III. Título.
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