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Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail

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Author Info
Cummins, J. David
McDonald, James B.
Merrill, Craig

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Abstract

Although an extensive literature has developed on modeling the loss reserve runoff triangle, the estimation of severity distributions applicable to claims settled in specific cells of the runoff triangle has received little attention in the literature. This paper proposes the use of a very flexible probability density function, the generalized beta of the 2nd kind (GB2) to model severity distributions in the cells of the runoff triangle and illustrates the use of the GB2 based on a sample of nearly 500,000 products liability paid claims. The results show that the GB2 provides a significantly better fit to the severity data than conventional distributions such as the Weibull, Burr 12, and generalized gamma and that modeling severity by cell is important to avoid errors in estimating the riskiness of liability claims payments, especially at the longer lags.

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File URL: http://purl.umn.edu/50154
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Publisher Info
Article provided by Review of Applied Economics in its journal Review of Applied Economics.

Volume (Year): 3 (2007)
Issue (Month): 1-2 ()
Pages:
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Handle: RePEc:ags:reapec:50154

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Web page: http://www.lincoln.ac.nz/story11874.html

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Related research
Keywords: Loss distributions; loss reserves; generalized beta distribution; liability insurance; Risk and Uncertainty; C16; G22;

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This page was last updated on 2009-12-11.


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