Bayesian Estimation of Outstanding Claim Reserves
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- scientific article; zbMATH DE number 3936330
Cites work
- A Bayesian analysis of some nonparametric problems
- A contribution to modelling of IBNR claims
- Actuarial Modeling with MCMC and BUGs
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Analytic and bootstrap estimates of prediction errors in claims reserving
- scientific article; zbMATH DE number 3174866 (Why is no real title available?)
- scientific article; zbMATH DE number 3936330 (Why is no real title available?)
- scientific article; zbMATH DE number 107531 (Why is no real title available?)
- scientific article; zbMATH DE number 193078 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- IBNR-claims and the two-way model of ANOVA
- Introductory Statistics with Applications in General Insurance
- On the estimation of reserves from loglinear models
- Principal Applications of Bayesian Methods in Actuarial Science
- Statistical decision theory and Bayesian analysis. 2nd ed
- Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
- UMVUE of the IBNR reserve in a lognormal linear regression model
- Which stochastic model is underlying the chain ladder method?
Cited in
(42)- A comparison of an analytical approach and a standard simulation approach in Bayesian forecasting applied to monthly data from insurance of companies
- Loss prediction based on run-off triangles
- Full Bayesian analysis of claims reserving uncertainty
- A review of Bayesian asymptotics in general insurance applications
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
- Entropy programming modeling of IBNR claims reserves
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
- Claims reserving in the hierarchical generalized linear model framework
- Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
- Claims reserving: A correlated Bayesian model
- Incorporating expert opinion into a stochastic model for the chain-ladder technique
- The outstanding claims reserve by queueing system with limited server
- A comparative analysis of the estimaion of outstanding claims reserving methods in the conditions of non-life insurance service termination
- Second-order Bayesian revision of a generalised linear model
- Accounting year effects modeling in the stochastic chain ladder reserving method
- Claims Reserving in Non-life Insurance: A Fully Bayesian Model
- Assessment of outstanding reserving based on Bayesian hierarchical quantile regression
- Reliability estimation of B-F reserve under quadratic loss function
- Prediction of Outstanding Liabilities II. Model Variations and Extensions
- Early warning
- Bayesian Forecasting for Accident Proneness Evaluation
- Risk margin quantile function via parametric and non-parametric Bayesian approaches
- Bayesian analysis of big data in insurance predictive modeling using distributed computing
- Lognormal mixed models for reported claims reserves
- Claims reserving when there are negative values in the runoff triangle
- Predictive modeling with longitudinal data: a case study of Wisconsin nursing homes
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
- A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
- Applying state space models to stochastic claims reserving
- Application of improved multiple imputation method in the estimation of the outstanding claims reserve with missing data
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
- The outstanding claims reserve based on the \(\text{GPSJ}_1\) process
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- Stochastic payments per claim incurred
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Joint estimation of insurance loss development factors using Bayesian hidden Markov models
- The Bühlmann-Straub estimation of claim means in random B-F reserve model
- Estimation of loss reserves with lognormal development factors
- Bayesian modelling of financial guarantee insurance
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