Estimating outstanding claims reserves using copula.
Outstanding claims reserves in general insurance are a type of technical reserve or accounting provision in the financial statements of an insurer. One of the most popular statistical methods in claims reserving is the Chain Ladder Method. This method, however, has been shown to suffer from several...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/35480 |
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| Institution: | Nanyang Technological University |
| Language: | English |