Collective loss reserving with two types of claims in motor third party liability insurance

DOI10.1016/j.cam.2017.11.044zbMath1408.91099OpenAlexW2599084372MaRDI QIDQ1743928

Julien Trufin, Michel M. Denuit

Publication date: 16 April 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/262834/3/BifurcationInCollectiveRiskModelIBNR_JCAM_Diffusion.pdf

zbMATH Keywords

collective modelmixture modelsreservinggeneral insuranceGAMLSSsolvency evaluation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

A hierarchical reserving model for reported non-life insurance claims, Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

Uses Software

• R

Cites Work

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