Incorporating expert opinion into a stochastic model for the chain-ladder technique

DOI10.1016/J.INSMATHECO.2005.04.005MaRDI QIDQ2581786zbMATH OpenOpenAlexFDO

Authors Peter England, Richard 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

zbMATH Keywords

Bayesian statisticsClaims reservingRisk

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites work

• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
• Actuarial Modeling with MCMC and BUGs
• Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
• An investigation into stochastic claims reserving models and the chain-ladder technique.
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Applied Bayesian Modelling
• Bayesian Estimation of Outstanding Claim Reserves
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
• Bayesian statistical modelling
• scientific article; zbMATH DE number 47310 (Why is no real title available?)

Cited in

(7)

• Loss prediction based on run-off triangles
• Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels
• A generalized linear model with smoothing effects for claims reserving
• Claims reserving in the hierarchical generalized linear model framework
• A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING
• Claim reserving with fuzzy regression and Taylor's geometric separation method
• Calculating insurance claim reserves with fuzzy regression

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