Individual loss reserving for multi-coverage insurance

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      <subfield code="c">Roxane Turcotte and Peng Shi</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="a">Seguro de automóviles</subfield>
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      <subfield code="g">20/04/2026 Volumen 56 Número 2 - abril 2026 , 22 p.</subfield>
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