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Analysis of IBNR Liabilities with Interevent Times Depending on Claim Counts
We extend a recently proposed stochastic loss reserving model for liabilities from incurred but not reported (IBNR) micro-level claims. We propose viewing the number of claims from an event as a measure of catastrophic severity. This view covers catastrophes with arbitrarily many classes of magnitud...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9213644/ https://www.ncbi.nlm.nih.gov/pubmed/35754950 http://dx.doi.org/10.1007/s11009-022-09950-5 |