Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 121-131
This paper develops a stochastic model for individual claims reserving using observed data on claim payments as well as incurred losses. We extend the approach of Pigeon et al. (2013), designed for payments only, towards the inclusion of incurred losses. We call the new technique the individual...
