Abstract
This paper presents an auto regressive (adaptive) method to estimate ultimate losses. The method uses auto regression to forecast future losses for an accident year with interrelations among accident years.
Volume
3:2
Page
111-119
Year
1984
Categories
Actuarial Applications and Methodologies
Ratemaking
Experience Rating
Financial and Statistical Methods
Statistical Models and Methods
Regression
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Business Areas
Publications
Insurance: Mathematics & Economics
