Stochastic loss reserving using individual information model with over-dispersed Poisson
For stochastic loss reserving, we propose an individual information model (IIM) which accommodates not only individual/micro data consisting of incurring times, reporting developments, settlement developments as well as payments of individual claims but also heterogeneity among policies. We give ove...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2022-05-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2021.1898181 |