On Unreported Claims Models and Beta-Model for Randomized Probability of Reported Claims
- Autores: Al-Nator M.S.1, Al-Nator S.V.1
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Afiliações:
- Financial University under the Government of the Russian Federation
- Edição: Volume 234, Nº 6 (2018)
- Páginas: 774-779
- Seção: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/242000
- DOI: https://doi.org/10.1007/s10958-018-4043-2
- ID: 242000
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Resumo
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.
Sobre autores
M. Al-Nator
Financial University under the Government of the Russian Federation
Autor responsável pela correspondência
Email: malnator@yandex.ru
Rússia, Moscow
S. Al-Nator
Financial University under the Government of the Russian Federation
Email: malnator@yandex.ru
Rússia, Moscow
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