Abstract
Modeling approaches for projecting tail development beyond the most mature data points will be presented. These will include identifying patterns is loss development factors, fitting truncated distributions to emerged losses, separately projecting frequency and severity, and a transition matrix method.
Year
1993
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Financial and Statistical Methods
Loss Distributions
Frequency
Actuarial Applications and Methodologies
Reserving
Reserving Methods
Financial and Statistical Methods
Loss Distributions
Severity
Publications
CLRS Transcripts
