Reserving the IBNR claims by using ofArchimedean Copulas

One of the important problems in insurance companies is the estimation of IBNR claims reserves. There are different methods for calculation of these kinds of reserves. One of these methods is tried to become as minimized as possible. Therefore in this paper we want to in addition to estimation of delayed IBNR claims and review of the obtained estimations through Archimedean Copulas, reduce the uncertainty of the estimation to a high degree.

کلیدواژه ها:

IBNR claims ، Archimedean Cupolas ، Clayton Copulas ، Frank Copulas