A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
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Cites work
- A Bayesian log-normal model for multivariate loss reserving
- A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
- A Predictive Approach to the Analysis of Designed Experiments
- Accounting year effects modeling in the stochastic chain ladder reserving method
- Bayesian chain ladder models
- Bayesian Estimation of Outstanding Claim Reserves
- Bayesian Measures of Model Complexity and Fit
- Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty
- Claims reserving: A correlated Bayesian model
- Credibility for the Chain Ladder Reserving Method
- Credibility in Loss Reserving
- Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping
- Forecasting runoff triangles
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- Markov chains for exploring posterior distributions. (With discussion)
- Model uncertainty in claims reserving within Tweedie's compound Poisson models
- On the estimation of reserves from loglinear models
- Paid-incurred chain claims reserving method
- Stochastic claims reserving via a Bayesian spline model with random loss ratio effects
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach
- The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
- The one-year non-life insurance risk
- Tools for statistical inference. Observed data and data augmentation methods
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