Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of Solvency II = Predicción de las reservas individuales para siniestros del automóvil con daños corporales pendientes de liquidación en el contexto de Solvencia II
Automobile bodily injury (BI) claims remain unsettled for a long time after the accident. The estimation of an accurate reserve for Reported but not Settled claims is therefore vital for insurers. In accordance with the recommendation included in the Solvency II project, a statistical model is imple...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Pablo de Olavide
2008-01-01
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| Series: | Revista de Métodos Cuantitativos para la Economía y la Empresa |
| Subjects: | |
| Online Access: | http://www.upo.es/RevMetCuant/art22.pdf |