Lognormal Mixed Models for Reported Claims Reserves
Work
Year: 2006
Type: article
Abstract: Traditional claims-reserving techniques are based on so-called run-off triangles containing aggregate claim figures. Such a triangle provides a summary of an underlying data set with individual claim... more
Source: North American Actuarial Journal
Institutions Statistics Belgium, KU Leuven
Cites: 24
Cited by: 36
Related to: 10
FWCI: 5.716
Citation percentile (by year/subfield): 91.03
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green