Unearned premium or, more particularly, the risk associated to it, has only recently received regulatory attention. Losses linked to unearned premium, or unearned losses, occur after the evaluation date for policies written before the evaluation date. Given that an inadequate acquisition pattern of premium and approximate modeling of premium liability can lead to an inaccurate reserve around unearned premium risk, an individual nonhomogeneous loss model including cross-coverage dependence is proposed to provide an alternative method of evaluating this risk. Claim occurrence is analyzed in terms of both claim seasonality and multiple coverage frequency. Homogeneous and heterogeneous distributions are fitted to marginals. Copulas are fitted to pairs of coverages using rank-based methods and a tail function. This approach is used on a recent Ontario auto database.

未赚到的保费，或者更具体地说，与之相关的风险，直到最近才受到监管的关注。对于在评估日期之前编写的保单，与未到期保费或未到期损失相关的损失发生在评估日期之后。鉴于保费的获取模式和保费负债的近似模型不充分可能导致围绕未到期保费风险的准备金不准确，因此提出了一种包括交叉覆盖依赖的个体非同质损失模型，以提供一种评估这种风险的替代方法。根据索赔季节性和多重保险频率来分析索赔发生率。同质和异质分布适合边缘。使用基于等级的方法和尾部函数将 Copulas 拟合到成对的coverage。