Eventos Ibnr
Mostrando 1-1 de 1 artigos, teses e dissertações.
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1. A semi-parametric methodology to IBNR (Incurred But Not Reported) / Uma metodologia semi-parametrica para IBNR (Incurred But Not Reported)
We compare several forecast techniques for IBNR(Incurred But Not Reported) from a Run-Off triangle data, since the most simple techniques like Chain-Ladder and Separation Technique, to the more complex using Log-Normal models and Compound Poisson distribution. Therefore, exist the necessity of the use of Nonparametric techniques, using a model that consider
Publicado em: 2006