2017 | OriginalPaper | Buchkapitel
Provisions for Outstanding Claims with Distance-Based Generalized Linear Models
verfasst von : Teresa Costa, Eva Boj
Erschienen in: Mathematical and Statistical Methods for Actuarial Sciences and Finance
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Abstract
dbglm
of the dbstats
package for R
. In this study we calculate the prediction error associated to the accident years future payments and total payment, and also to the calendar years future payments using DB-GLM in the general case of the power families of error distributions and link functions. We make an application with the well known run-off triangle of Taylor and Ashe.