中文摘要：

基于个体索赔模型对准备金的评估已成为准备金评估研究的重要内容．本文基于广义线性模型，对个体索赔额及索赔数目建立责任准备金模型，给出未决赔款责任准备金的期望及方差．进而，根据样本数据对未知参数求解极大似然估计，并讨论了估计的强相合性和渐近正态性．并得到责任准备金的估计及其预测均方误差．最后，通过数值模拟的方法将本文得到的估计与链梯法进行比较，结果显示我们的估计明显优于链梯法估计．

英文摘要：

The individual claim reserving has become an important part of the reserve evaluation research. In this paper, we construct a claims reserve model regarding the indi- vidual claim amount and the number of claims based on the generalized linear model, and get the expectation and variance of outstanding claims reserve. The parameters related to the model are estimated using the maximum likelihood method based on the sample data. We also prove the strong consistency and asymptotic normality of the estimations. In addi- tion, the estimator of the RBNS claims reserve and the mean square error are listed. Finally, simulation studies show that the individual method which is based on the generalized linear model is obviously better than the chain ladder method.