Verrall, Richard J.; Wüthrich, Mario V. - In: Risks : open access journal 4 (2016) 3, pp. 1-36
The aim of this paper is to understand and to model claims arrival and reporting delay in general insurance. We calibrate two real individual claims data sets to the statistical model of Jewell and Norberg. One data set considers property insurance and the other one casualty insurance. For our...
