Copula-an alternative approach to IBNR reserving

• المؤلفون الرئيسيون: Tan, Wei Qiang, Yap, Jen Ming, Yang, Jia Xuan
• مؤلفون آخرون: Wu Yuan
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Business
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/51419

This project examines the dependence structure between 2 variables – developmental time and claim size using copulas, in order to evaluate the incurred but not reported (IBNR) claim reserves more accurately. It also seeks to present a general framework with clear steps and R codes for researchers or...