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...
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Modelling and forecasting with financial duration data using non-linear model
by: Pooi, Ah Hin *, et al.
Published: (2016) -
Prediction of mortality rates using augmented data
by: Tan Chon Sern,, et al.
Published: (2016) -
Income Distribution and Economic Growth: A Panel Data Analysis
by: Lee, Yoke Yee, et al.
Published: (2017) -
Economic Analysis on foreign workers and economic growth: A panel evidence
by: Chow, Jensine Qi Jiet, et al.
Published: (2017) -
Exchange rates and fundamentals: Further evidence based on asymmetric causality test
by: Soon, Siew-Voon, et al.
Published: (2021)