CORDIS Project
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This project aims to enhance the methodology for estimating insurance reserves using advanced statistical models. It focuses on analyzing claims data to improve predictions and incorporate external factors, ultimately benefiting actuaries in their reserve calculations.
The aim of my proposal is to develop a coherent methodology based on classical mathematical statistics for the important area of reserving, transforming it into state-of-the-art mathematical statistics.
In doing this, I will use my academic knowledge of modern mathematical statistics, in particular my extended experience in modern smoothing theory.The objectives are:- To develop models based on reported numbers of claims and aggregated claim payments, which provide better insights into the under…
CITY UNIVERSITY OF LONDON
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