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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIP Publishing
2016
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| 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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