Application of copula in loss reserving

• المؤلفون الرئيسيون: Chua, Wai Ming, Ng, Hui Min, Chai, Chung Dih
• مؤلفون آخرون: Wu Yuan
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2012
• الموضوعات: DRNTU::Business::Finance::Actuarial science
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/48623
• المؤسسة: Nanyang Technological University

Modelling the outstanding claims amount is critical to loss reserving for property-casualty insurers. The dependence between claim size and development time as well as dependence among multiple loss triangles are particularly crucial for an accurate loss reserving process. However, the traditional p...