Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
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Cites work
- A Bayesian Approach to Understanding Time Series Data
- A contribution to modelling of IBNR claims
- Actuarial Modeling with MCMC and BUGs
- Adaptive Rejection Sampling for Gibbs Sampling
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling
- Claims reserving and generalised additive models
- Contemporary Bayesian Econometrics and Statistics
- scientific article; zbMATH DE number 48904 (Why is no real title available?)
- scientific article; zbMATH DE number 840151 (Why is no real title available?)
- IBNR models with random delay distributions
- Markov chain Monte Carlo for dynamic generalised linear models
- Model choice: a minimum posterior predictive loss approach
- On Gibbs sampling for state space models
- On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method
- Prediction of Outstanding Claims: A Hierarchical Credibility Approach
- Simulation Run Length Control in the Presence of an Initial Transient
- State space modeling of non-standard actuarial time series
Cited in
(33)- Quantification of automobile insurance liability: A Bayesian failure time approach.
- A review of Bayesian asymptotics in general insurance applications
- 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
- Statistical modelling and forecasting of outstanding liabilities in non-life insurance
- Second-order Bayesian revision of a generalised linear model
- Accounting year effects modeling in the stochastic chain ladder reserving method
- Bayesian hypothesis testing for the distribution of insurance claim counts using the Gibbs sampler
- Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
- Prediction of Outstanding Claims: A Hierarchical Credibility Approach
- 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
- New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
- Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics
- 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
- A Bayesian log-normal model for multivariate loss reserving
- A flexible Bayesian nonparametric model for predicting future insurance claims prediction
- Bayesian Estimation of Outstanding Claim Reserves
- Principal Applications of Bayesian Methods in Actuarial Science
- Stochastic payments per claim incurred
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
- Holt-winters method for run-off triangles in claims reserving
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
- Bayesian modelling of financial guarantee insurance
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