Stochastic reserving using individual claims data in non-life insurance
In the thesis, numerous methods are proposed to estimate the reserve in non-life insurance. The claims data of individual customers are used. These data include the sum insured, the claim and payment records until the present time and the outstanding claims liabilities. The multivariate power-normal...
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| Format: | Thesis |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/2368/ |
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