On Unreported Claims Models and Beta-Model for Randomized Probability of Reported Claims


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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.

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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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