Introduction To Ratemaking And Loss Reserving For Property And Casualty Insurance -
Beyond the Actuarial Mean: A Stochastic, Multi-Layered Framework for Dynamic Ratemaking and Loss Reserving in Property and Casualty Insurance
We propose a :
[ L_i,j = \lambda_i \cdot \gamma_j \cdot \exp(\eta_i,j + \tau_i \cdot \theta_j) \cdot \nu_i,j ] Beyond the Actuarial Mean: A Stochastic