Prediction of Outstanding Claims: A Hierarchical Credibility Approach (Q4012744)
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scientific article; zbMATH DE number 65238
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Prediction of Outstanding Claims: A Hierarchical Credibility Approach |
scientific article; zbMATH DE number 65238 |
Statements
Prediction of Outstanding Claims: A Hierarchical Credibility Approach (English)
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27 September 1992
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IBNR-claims
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RBNS-claims
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loss reserving
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reported but not yet settled claims
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linear Bayes prediction
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Dirichlet distribution
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hierarchical regression
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hierarchical credibility model
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predicting unpaid losses
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incurred but not yet reported claims
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0.8078691959381104
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0.8041200041770935
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0.7883938550949097
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0.7866021990776062
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0.7847288250923157
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