On Unreported Claims Models and Beta-Model for Randomized Probability of Reported Claims
- 作者: Al-Nator M.S.1, Al-Nator S.V.1
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隶属关系:
- Financial University under the Government of the Russian Federation
- 期: 卷 234, 编号 6 (2018)
- 页面: 774-779
- 栏目: Article
- URL: https://bakhtiniada.ru/1072-3374/article/view/242000
- DOI: https://doi.org/10.1007/s10958-018-4043-2
- ID: 242000
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详细
We study nonlinear models of the expected number of unreported claims by year end with a randomized probability of claims to be reported. According to the developed simulation models the models with randomized probability more adequately describe the actual arrival process of insurance claims.
作者简介
M. Al-Nator
Financial University under the Government of the Russian Federation
编辑信件的主要联系方式.
Email: malnator@yandex.ru
俄罗斯联邦, Moscow
S. Al-Nator
Financial University under the Government of the Russian Federation
Email: malnator@yandex.ru
俄罗斯联邦, Moscow
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