• Title of article

    Prediction of claim numbers based on hazard rates

  • Author/Authors

    Spreeuw، نويسنده , , Jaap and Goovaerts، نويسنده , , Marc، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    11
  • From page
    59
  • To page
    69
  • Abstract
    In this paper the problem of evaluating IBNR claims is tackled by the hazard rates approach. Both the separation method and the chain ladder method can be incorporated in the semiparametric Cox model, a very popular specification among the methods based on proportional hazard rates. In addition the present procedures allow for extensions, based on exogenous factors.
  • Keywords
    Semiparametric estimation , (Proportional) hazard rates , Loss reserving , IBNR
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1998
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542060

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1542060