New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles (Q5045342)
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scientific article; zbMATH DE number 7612455
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| English | New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles |
scientific article; zbMATH DE number 7612455 |
Statements
NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES (English)
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4 November 2022
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loss reserving
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run-off triangle
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persistence
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conditional autoregressive range model
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Bayesian analysis
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generalised beta type 2 distribution
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0.800079882144928
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0.795263409614563
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0.781417727470398
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0.7803871035575867
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0.7803313136100769
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