Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (Q2404549)
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scientific article; zbMATH DE number 6776003
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| English | Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function |
scientific article; zbMATH DE number 6776003 |
Statements
Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function (English)
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19 September 2017
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loss reserves
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exponential model with quadratic variance function
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classes of priors
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\(\varepsilon\)-contamination
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posterior regret \(\Gamma\)-minimax estimation and prediction
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mean square error
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chain ladder factor
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0.8329390287399292
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0.7837852239608765
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0.7627199292182922
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0.7607632279396057
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