A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving
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Publication:5715978
DOI10.1080/10920277.2004.10596152zbMath1085.62516OpenAlexW2031126475MaRDI QIDQ5715978
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2004.10596152
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
Related Items (21)
Loss prediction based on run-off triangles ⋮ Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels ⋮ BAYESIAN CHAIN LADDER MODELS ⋮ EXISTENCE AND UNIQUENESS OF CHAIN LADDER SOLUTIONS ⋮ A Pareto scale-inflated outlier model and its Bayesian analysis ⋮ Claims reserving in the hierarchical generalized linear model framework ⋮ Prediction error for credible claims reserves: an \(h\)-likelihood approach ⋮ A Bayesian Log-Normal Model for Multivariate Loss Reserving ⋮ Double Chain Ladder and Bornhuetter-Ferguson ⋮ Stochastic Payments per Claim Incurred ⋮ A MIXTURE MODEL FOR PAYMENTS AND PAYMENT NUMBERS IN CLAIMS RESERVING ⋮ Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims ⋮ Claims reserving: A correlated Bayesian model ⋮ A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts ⋮ Accounting Year Effects Modeling in the Stochastic Chain Ladder Reserving Method ⋮ Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution ⋮ The Bühlmann-Straub estimation of claim means in random B-F reserve model ⋮ Incorporating expert opinion into a stochastic model for the chain-ladder technique ⋮ Diagonal effects in claims reserving ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ Predictive Modeling with Longitudinal Data
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