Cálculo de reservas con modelos lineales generalizados mixtos haciendo uso del software R
Claim reserving with generalized linear mixed models by using R software
Eva Boj del Val y Judit Esquinas Figueras
It is presented an application of generalized linear mixed models to the claim reserving problem, when data is of individual type, that generally corresponds to RBNS (Reported But Not Settled) claims. Reserves by years of origin and total are calculated and, with para...