Prediction of reserves using multivariate power-normal mixture distribution

Recently, in the area on stochastic loss reserving, there are a number of papers which analyze the individual claims data using the Position Dependent Marked Poisson Process. The present paper instead uses a different type of individual data. For the i-th (1 ≤ i ≤ n) customer, these individual dat...

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Bibliographic Details
Main Authors: Ang, Siew Ling *, Pooi, Ah Hin *
Format: Article
Language:English
Published: AIP Publishing 2016
Subjects:
Online Access:http://eprints.sunway.edu.my/437/1/Pooi%20Ah%20Hin%207.pdf
http://eprints.sunway.edu.my/437/
http://aip.scitation.org
http://dx.doi.org/10.1063/1.4966093
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