Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty

DOI10.1080/10920277.2002.10596032zbMath1084.62544OpenAlexW1966070807MaRDI QIDQ5715848

Ioannis Ntzoufras, Petros Dellaportas

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596032

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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