Title: Prediction of claim numbers based on hazard rates
Authors: Spreeuw, J ×
Goovaerts, Marc #
Issue Date: Oct-1998
Publisher: Elsevier science bv
Series Title: Insurance mathematics & economics vol:23 issue:1 pages:59-69
Abstract: In this paper the problem of evaluating IBNR claims is tackled by the hazard rates approach. Both the separation method and the chain ladder method can be incorporated in the semiparametric Cox model, a very popular specification among the methods based on proportional hazard rates. In addition the present procedures allow for extensions, based on exogenous factors. (C) 1998 Elsevier Science B.V.
ISSN: 0167-6687
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center Insurance, Leuven
× corresponding author
# (joint) last author

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