Prediction of reserves using multivariate power-normal mixture distribution

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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:	HA Statistics HG Finance
Online Access:	http://eprints.sunway.edu.my/437/ http://eprints.sunway.edu.my/437/1/Pooi%20Ah%20Hin%207.pdf

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