Modeling Age-to-Age Development Factors in Auto Insurance Through Principal Component Analysis and Temporal Clustering

Modeling Age-to-Age Development Factors in Auto Insurance Through Principal Component Analysis and Temporal Clustering

The estimation of age-to-age development factors is fundamental to loss reserving, with direct implications for risk management and regulatory compliance in the auto insurance sector. The precise and robust estimation of these factors underpins the credibility of case reserves and the effective mana...

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Bibliographic Details
Main Authors: Shengkun Xie, Chong Gan
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Risks
Subjects:
predictive analytics
case reserve
risk management
insurance loss analytic
temporal clustering
Online Access:https://www.mdpi.com/2227-9091/13/6/100
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