“A Bayesian Log-Normal Model for Multivariate Loss Reserving”, Peng Shi, Sanjib Basu, and Glenn G. Meyers, March 2012

DOI10.1080/10920277.2012.10590649MaRDI QIDQ5168699zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Cited in

(8)

• Modeling dependence between loss triangles with hierarchical Archimedean copulas
• 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

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