{"title":"Empirical Analysis of Claims Development Trapezoids following Benford’s Law","authors":"Jochen Heberle, Tobias Gummersbach","doi":"10.24294/fsj.v1i2.420","DOIUrl":null,"url":null,"abstract":"In this paper we make an empirical analysis of a wide range of claims developmenttrapezoids following Benford’s law. In particular we determine Benfors’s law fordifferent characteristic factors depending on claims development triangles/trapezoids.These characteristic factors are the cumulative claims payments, the incrementalclaims payments and the individual development factors. For each characteristic factor hypothesis testing is done for verifying/rejecting Benford’s law.","PeriodicalId":447992,"journal":{"name":"Financial Statistical Journal","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Statistical Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.24294/fsj.v1i2.420","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper we make an empirical analysis of a wide range of claims developmenttrapezoids following Benford’s law. In particular we determine Benfors’s law fordifferent characteristic factors depending on claims development triangles/trapezoids.These characteristic factors are the cumulative claims payments, the incrementalclaims payments and the individual development factors. For each characteristic factor hypothesis testing is done for verifying/rejecting Benford’s law.
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