关键词: 未决赔款准备金, 广义线性模型, 均方误差, Tweedie类复合Poisson模型

Abstract: A model to predict Incurred But Not Neported Claims Reserving(IBNR)is studied in this paper.Double generalized linear models are applied to fit claims numbers data and average claims sizes data,respectively.The mean square error of prediction is shown also.The model generalize that of Tweedie s compound Poisson.Moreover,an example on Swiss Motor Insurance data is exhibited,which is shown more efficient.