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...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
AIP Publishing
2016
|
| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/437/ http://eprints.sunway.edu.my/437/1/Pooi%20Ah%20Hin%207.pdf |