EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS

DOI10.1017/asb.2016.23zbMath1390.62224OpenAlexW3124926450MaRDI QIDQ4563787

Greg Taylor

Publication date: 4 June 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/asb.2016.23

zbMATH Keywords

existenceuniquenessmaximum likelihood estimateloss reservingBayesian chain ladderMAP estimatorcross-classified chain ladderEDF chain ladderTweedie chain ladder

Mathematics Subject Classification ID

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

Related Items (1)

COMMON SHOCK MODELS FOR CLAIM ARRAYS

Cites Work

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• Identification of the age-period-cohort model and the extended chain-ladder model
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• MAXIMUM LIKELIHOOD AND ESTIMATION EFFICIENCY OF THE CHAIN LADDER
• Credibility for the Chain Ladder Reserving Method
• BAYESIAN CHAIN LADDER MODELS
• Claims Reserving Using Tweedie's Compound Poisson Model
• A Bayesian Log-Normal Model for Multivariate Loss Reserving
• “A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012
• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

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