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Published in 2019 at "Insurance: Mathematics and Economics"
DOI: 10.1016/j.insmatheco.2018.11.008
Abstract: Abstract The defining feature of the Cape Cod algorithm in current literature is its assumption of a constant loss ratio over accident periods. This is a highly simplifying assumption relative to the chain ladder model…
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Keywords:
cape cod;
model exponential;
cape;
cod model ... See more keywords
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Published in 2025 at "Modelling and Simulation in Engineering"
DOI: 10.1155/mse/3092633
Abstract: Mixture models serve a crucial function in life testing experiments, particularly when dealing with a heterogeneous population. In our current research study, we have developed a 2‐component mixture model of the exponential distributions (2‐CMMEDs) for…
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Keywords:
component mixture;
mixture model;
mixture;
exponential distributions ... See more keywords