摘要翻译：
在过去的几年里，对保险中的随机方法进行了深入的研究。为了满足保单所产生的所有未来索赔，有必要对未偿损失负债进行量化。基于径流三角形汇总数据的损失准备金方法是计算索赔准备金的主要方法。传统的保单保留技术存在着以下缺点：由于三角形中的集合、零单元或负单元，丢失了保单和索赔发展中的信息；通常在三角形中观察的次数较少；最近几年的事故观测很少；以及对最近支付的索赔的敏感性。为了克服这些困境，将推导出针对单个索赔数据的粒度损失保留方法。储备估算是风险评估过程中的一个关键部分，而风险评估现在是经济学中的一个前沿问题。由于对不同类型索赔甚至多个业务领域的总准备金预测的需求日益增长，将建立一个用于细化准备金的时变copula框架。
---
英文标题：
《Dynamic and granular loss reserving with copulae》
---
作者：
Mat\'u\v{s} Maciak, Ostap Okhrin, and Michal Pe\v{s}ta
---
最新提交年份：
2018
---
分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--
一级分类：Statistics        统计学
二级分类：Applications        应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
--

---
英文摘要：
  An intensive research sprang up for stochastic methods in insurance during the past years. To meet all future claims rising from policies, it is requisite to quantify the outstanding loss liabilities. Loss reserving methods based on aggregated data from run-off triangles are predominantly used to calculate the claims reserves. Conventional reserving techniques have some disadvantages: loss of information from the policy and the claim's development due to the aggregation, zero or negative cells in the triangle; usually small number of observations in the triangle; only few observations for recent accident years; and sensitivity to the most recent paid claims.   To overcome these dilemmas, granular loss reserving methods for individual claim-by-claim data will be derived. Reserves' estimation is a crucial part of the risk valuation process, which is now a front burner in economics. Since there is a growing demand for prediction of total reserves for different types of claims or even multiple lines of business, a time-varying copula framework for granular reserving will be established.
---
PDF链接：
https://arxiv.org/pdf/1801.01792