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1 paper

stat.AP2025

A Unified Micro-Model for Loss Reserves, IBNR and Unearned Premium Risk with Dependence, Inflation, and Discounting

Emmanuel Hamel, Anas Abdallah, Ghislain Léveillé

This paper introduces a unified micro-level stochastic framework for the joint modeling of loss reserves (RBNS), incurred but not reported (IBNR) reserves, and unearned premium ris…