Reserve estimate based on the claims data of individual customers

Suppose the claims data of individual customers consist of the delay times in reporting the claims, delay times in payments and the severities of claims. A mixture of two multivariate power-normal (MPN) distributions and a degenerate distribution is fitted to the vector of variables consisting of th...

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Bibliographic Details
Main Authors: Ang, Siew Ling, Pooi, Ah Him, Ng, Kok Haur
Format: Article
Published: Institute for Mathematical Research (INSPEM), Universiti Putra Malaysia 2021
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Online Access:http://eprints.um.edu.my/35042/
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