2023
DOI: 10.1017/asb.2023.14
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Bridging the gap between pricing and reserving with an occurrence and development model for non-life insurance claims

Abstract: Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and claim severity observations. Current practice in non-life insurance pricing tackles these right censored data via a two-step procedure. First, best estimates are computed for the number of claims that occurred in past exposure periods and the ultimate claim severities, using the incomplete, historical claim data. Second, pricing actuari… Show more

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Cited by 3 publications
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