An exploration of non-exponential family distributions in run-off triangle.
The conventional way to model claims liabilities is by using distributions from the exponential family to fit run-off triangles. In this research, we explore the possibilities of using distributions from non-exponential family to model claim liabilities. Five such distributions are applied to three...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/44195 |