Badounas, Ioannis; Pitselis, Georgios - In: Risks : open access journal 8 (2020) 1/14, pp. 1-26
In this paper, we consider a loss reserving model for a general insurance portfolio consisting of a number of correlated run-off triangles that can be embedded within the quantile regression model for longitudinal data. The model proposes a combination of the between- and within-subportfolios...
