MODELLING DEPENDENT INCURRED BUT NOT REPORTED CLAIMS WITH GENERALIZED ESTIMATING EQUATIONS
Generalized linear models (GLMs) are a commonly used approach for estimating insurance claims reserves. These models assume that the claims in different origin and development years are independent variables. However, this assumption may not always hold true, leading to potentially incorrect pred...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/71061 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |