We consider a Generalized Linear Mixed Model for claims reserving with the aim of taking account of external information, besides the usual data given by a claims development triangle of observations. The external data are incorporated into the model by connecting them with the random effects. A numerical example is provided.

Generalized Linear Mixed Models for Claims Reserving and the Bornhuetter-Ferguson Method

GIGANTE, PATRIZIA;PICECH, LIVIANA;
2011-01-01

Abstract

We consider a Generalized Linear Mixed Model for claims reserving with the aim of taking account of external information, besides the usual data given by a claims development triangle of observations. The external data are incorporated into the model by connecting them with the random effects. A numerical example is provided.
2011
9788896818671
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2377396
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