“A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012
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Publication:5168699
DOI10.1080/10920277.2012.10590649zbMATH Open1291.91133OpenAlexW2323311863MaRDI QIDQ5168699FDOQ5168699
Authors: Mario V. Wüthrich 
Publication date: 19 July 2014
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2012.10590649
Cites Work
Cited In (8)
- Bayesian chain ladder models
- A copula regression for modeling multivariate loss triangles and quantifying reserving variability
- Credibility claims reserving with stochastic diagonal effects
- Parameter reduction in log-normal chain-ladder models
- Prediction error for credible claims reserves: an \(h\)-likelihood approach
- EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS
- A review of Bayesian asymptotics in general insurance applications
- Modeling dependence between loss triangles with hierarchical Archimedean copulas
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