Applying copula models to individual claim loss reserving methods

By Xiao Bing Zhao, Xian Zhou. 2010

71 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/d62141fcf9ff23787b7fc5cbc8f4964475805446

Citations in the corpus

• Micro-level stochastic loss reserving for general insurance (2012, unknown): “(2009) and Zhao and Zhou (2010) present a model for individual claims development using (semi–parametric) techniques from survival analysis and copula methods.”