Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (Q2034157)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Micro-level parametric duration-frequency-severity modeling for outstanding claim payments |
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Micro-level parametric duration-frequency-severity modeling for outstanding claim payments (English)
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21 June 2021
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The authors suggest a model that can be interpreted in both a macro and micro level structure, and is able to handle individual claim information. They derived frequency-severity structure with exposure, put forth a fully parametric approach and proposed some models that can be considered across all components in a real data set analysis.
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loss reserving
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individual models
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survival
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GLM
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micro reserve
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