Full Bayesian analysis of claims reserving uncertainty (Q1681185)

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Full Bayesian analysis of claims reserving uncertainty
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    Full Bayesian analysis of claims reserving uncertainty (English)
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    23 November 2017
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    chain-ladder method
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    claims reserving uncertainty
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    claims development result
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    Mack's formula
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    Merz-Wüthrich's formula
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    conditional mean square error of prediction
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    run-off uncertainty
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    full Bayesian chain-ladder model
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