Claims reserving: A correlated Bayesian model
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Cites work
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 2122817 (Why is no real title available?)
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- A Predictive Approach to the Analysis of Designed Experiments
- Adaptive Rejection Metropolis Sampling within Gibbs Sampling
- Bayesian Estimation of Outstanding Claim Reserves
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Bayesian statistical modelling
- Constructing First Order Stationary Autoregressive Models via Latent Processes
- Credible Claims Reserves: the Benktander Method
- Forecasting runoff triangles
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Markov Beta and Gamma Processes for Modelling Hazard Rates
- On the estimation of reserves from loglinear models
- Stationary Autoregressive Models via a Bayesian Nonparametric Approach
Cited in
(28)- A Bayesian log-normal model for multivariate loss reserving
- A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Semiparametric model for prediction of individual claim loss reserving
- The reserving for outstanding losses based on multivariate \(t\)-copula model
- Unallocated loss adjustment expense reserving
- Claims reserving when there are negative values in the runoff triangle
- Bayesian solvency analysis with autocorrelated observations
- A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
- Modeling dependencies in claims reserving with GEE
- Univariate and multivariate claims reserving with generalized link ratios
- Bayesian Estimation of Outstanding Claim Reserves
- Full Bayesian analysis of claims reserving uncertainty
- Claims Reserving with a Stochastic Vector Projection
- Credibility in Loss Reserving
- scientific article; zbMATH DE number 7247625 (Why is no real title available?)
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- Accounting year effects modeling in the stochastic chain ladder reserving method
- COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
- Risk Management and Capital Allocation for Non-Life Insurance Companies
- Operational time and a fundamental problem of insurance in a data‐rich environment
- Claims Reserving in Non-life Insurance: A Fully Bayesian Model
- Prediction error for credible claims reserves: an \(h\)-likelihood approach
- Dynamic Bayesian ratemaking: a Markov chain approximation approach
- Reversible jump Markov chain Monte Carlo method for parameter reduction in claims reserving
- The outstanding claims reserve based on the \(\text{GPSJ}_1\) process
- Quantification of automobile insurance liability: A Bayesian failure time approach.
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