Individual loss reserving for multi-coverage insurance

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<title>Individual loss reserving for multi-coverage insurance</title>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100048726">
<namePart>Shi, Peng</namePart>
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<namePart>International Actuarial Association</namePart>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Roxane Turcotte and Peng Shi</note>
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<topic>Siniestros</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080629618">
<topic>Reservas técnicas para siniestros</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080592011">
<topic>Modelos actuariales</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080603779">
<topic>Seguro de automóviles</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080579258">
<topic>Cálculo actuarial</topic>
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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>20/04/2026 Volumen 56 Número 2 - abril 2026 , 22 p.</text>
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