Estimating outstanding claims reserves using copula.

• المؤلفون الرئيسيون: Kee, Meng Yew., Chee, Kenny Wen Kai., Kuah, Xin Kun.
• مؤلفون آخرون: Wu Yuan
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2010
• الموضوعات: DRNTU::Business::Finance::Actuarial science
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/35480
• المؤسسة: Nanyang Technological University

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...