A model to predict Incurred But Not Neported Claims Reserving(IBNR)is studied in this paper.Double generalized linear models are applied to fit claims numbers data and average claims sizes data,respectively.The mean s...A model to predict Incurred But Not Neported Claims Reserving(IBNR)is studied in this paper.Double generalized linear models are applied to fit claims numbers data and average claims sizes data,respectively.The mean square error of prediction is shown also.The model generalize that of Tweedie’s compound Poisson.Moreover,an example on Swiss Motor Insurance data is exhibited,which is shown more efficient.展开更多
文摘A model to predict Incurred But Not Neported Claims Reserving(IBNR)is studied in this paper.Double generalized linear models are applied to fit claims numbers data and average claims sizes data,respectively.The mean square error of prediction is shown also.The model generalize that of Tweedie’s compound Poisson.Moreover,an example on Swiss Motor Insurance data is exhibited,which is shown more efficient.
