scientific article; zbMATH DE number 6671298

MaRDI QIDQ3179866zbMATH OpenFDO

Authors Yi Zhang, Limin Wen, Wei Wang, Jiang-Feng Wang

Publication date 6 January 2017

zbMATH Keywords

B-F modelchain ladder methodcredibility estimateempirical Bayes estimatereserve

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(5)

• Reliability estimation of B-F reserve under quadratic loss function
• Credibility claims reserving with stochastic diagonal effects
• Outstanding claims reserving under balanced loss function
• The empirical Bayesian estimate of claim development factors in liability reserve model
• The Bühlmann-Straub estimation of claim means in random B-F reserve model

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