Claims Reserving in Non-life Insurance: A Fully Bayesian Model

DOI10.1007/978-3-642-31724-8_15MaRDI QIDQ3143640zbMATH OpenOpenAlexFDO

Authors Gilberto Castellani, Massimo de Felice, Franco Moriconi

Publication date 3 December 2012

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-31724-8_15

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Economic time series analysis (91B84)

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Cited in

(15)

• Claims reserving and generalised additive models
• Full Bayesian analysis of claims reserving uncertainty
• Modeling accounting year dependence in runoff triangles
• A hierarchical reserving model for reported non-life insurance claims
• A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
• 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
• Nonlinear models in claim reserving
• Operational time and a fundamental problem of insurance in a data‐rich environment
• Claims reserving when there are negative values in the runoff triangle
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian Estimation of Outstanding Claim Reserves
• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
• Stochastic claims reserving via a Bayesian spline model with random loss ratio effects

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