Incorporating expert opinion into a stochastic model for the chain-ladder technique
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Publication:2581786
DOI10.1016/j.insmatheco.2005.04.005zbMath1117.91385OpenAlexW2018361437MaRDI QIDQ2581786
Peter England, Richard J. Verrall
Publication date: 10 January 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.04.005
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Uses Software
Cites Work
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- Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
- Analytic and bootstrap estimates of prediction errors in claims reserving
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- Applied Bayesian Modelling
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Bayesian Estimation of Outstanding Claim Reserves
- A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
- Actuarial Modeling with MCMC and BUGs
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