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Compound poisson claims reserving models: extensions and inference
Recurso electrónico / Electronic resource
MAP20180031120
Meng, Shengwang ‌
Compound poisson claims reserving models: extensions and inference / Shengwang Meng, Guangyuan Gao
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.
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. 1137-1156
1. Matemática del seguro ‌. 2. Métodos estadísticos ‌. 3. Cálculo actuarial ‌. 4. Reclamaciones ‌. 5. Modelos actuariales ‌. I. Título.