Stochastic claims reserving via a Bayesian spline model with random loss ratio effects (Q5745188)
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scientific article; zbMATH DE number 6880925
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| English | Stochastic claims reserving via a Bayesian spline model with random loss ratio effects |
scientific article; zbMATH DE number 6880925 |
Statements
STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS (English)
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5 June 2018
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stochastic claims reserving
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tail factor
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natural cubic spline
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Hamiltonian Monte Carlo
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Bayesian modeling
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0.790624737739563
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0.7857126593589783
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0.782641589641571
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0.7708658576011658
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0.7691417932510376
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