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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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Institute for Mathematical Research (INSPEM), Universiti Putra Malaysia
2021
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/35042/ |
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| Institution: | Universiti Malaya |