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Prediction of reserves using multivariate power-normal mixture distribution

Recently, in the area on stochastic loss reserving, there are a number of papers which analyze the individual claims data using the Position Dependent Marked Poisson Process. The present paper instead uses a different type of individual data. For the i-th (1 ≤ i ≤ n) customer, these individual dat...

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书目详细资料
Main Authors:	Ang, Siew Ling , Pooi, Ah Hin
格式:	Article
语言:	English
出版:	AIP Publishing 2016
主题:	HA Statistics HG Finance
在线阅读:	http://eprints.sunway.edu.my/437/1/Pooi%20Ah%20Hin%207.pdf http://eprints.sunway.edu.my/437/ http://aip.scitation.org http://dx.doi.org/10.1063/1.4966093
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