Prediction of Outstanding Claims: A Hierarchical Credibility Approach

DOI10.1080/03461238.1991.10557358zbMath0778.62097OpenAlexW2001636150MaRDI QIDQ4012744

Ole Hesselager

Publication date: 27 September 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1991.10557358

zbMATH Keywords

Dirichlet distributionloss reservinghierarchical credibility modelhierarchical regressionIBNR-claimsincurred but not yet reported claimslinear Bayes predictionpredicting unpaid lossesRBNS-claimsreported but not yet settled claims

Mathematics Subject Classification ID

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

Related Items (4)

Quantification of automobile insurance liability: A Bayesian failure time approach. ⋮ Robust Bayesian analysis of loss reserving data using scale mixtures distributions ⋮ Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty ⋮ EVOLUTIONARY HIERARCHICAL CREDIBILITY

Cites Work

• Unnamed Item
• Estimation of IBNR claims by credibility theory
• A contribution to modelling of IBNR claims
• Hierarchical credibility: analysis of a random effect linear model with nested classification

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