Empirical Analysis of Claims Development Trapezoids following Benford’s Law

Financial Statistical Journal

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Field Value
 
Title Empirical Analysis of Claims Development Trapezoids following Benford’s Law
 
Creator Heberle, Jochen
Gummersbach, Tobias
 
Subject
 
Description In this paper we make an empirical analysis of a wide range of claims developmenttrapezoids following Benford’s law. In particular we determine Benfors’s law fordifferent characteristic factors depending on claims development triangles/trapezoids.These characteristic factors are the cumulative claims payments, the incrementalclaims payments and the individual development factors. For each characteristic factor hypothesis testing is done for verifying/rejecting Benford’s law.
 
Publisher EnPress Publisher LLC
 
Contributor
 
Date 2018-09-05
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://systems.enpress-publisher.com/index.php/FSJ/article/view/420
10.24294/fsj.v1i2.420
 
Source Financial Statistical Journal; Vol 1, No 2 (Published)
2578-1960
10.24294/fsj.v1i2
 
Language eng
 
Relation https://systems.enpress-publisher.com/index.php/FSJ/article/view/420/595
https://systems.enpress-publisher.com/index.php/FSJ/article/downloadSuppFile/420/404
 
Rights Copyright (c) 2018 Financial Statistical Journal
http://creativecommons.org/licenses/by-nc/4.0
 

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