Email this article On Unreported Claims Models and Beta-Model for Randomized Probability of Reported Claims
- Authors: Al-Nator M.S.1, Al-Nator S.V.1
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Affiliations:
- Financial University under the Government of the Russian Federation
- Issue: Vol 234, No 6 (2018)
- Pages: 774-779
- Section: Article
- URL: https://journal-vniispk.ru/1072-3374/article/view/242000
- DOI: https://doi.org/10.1007/s10958-018-4043-2
- ID: 242000
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Abstract
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.
About the authors
M. S. Al-Nator
Financial University under the Government of the Russian Federation
Author for correspondence.
Email: malnator@yandex.ru
Russian Federation, Moscow
S. V. Al-Nator
Financial University under the Government of the Russian Federation
Email: malnator@yandex.ru
Russian Federation, Moscow
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