A censored copula model for micro-level claim reserving
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DOI: 10.1016/j.insmatheco.2019.04.001
Abstract: In this paper, we consider the question of predicting the final amount of a claim and its distribution from micro-level data. A copula model is used to describe the dependence between the amount of a… read more here.
Keywords: copula model; censored copula; micro level; claim ... See more keywords