Full Bayesian analysis of claims reserving uncertainty
type: Item
instance of: scholarly article
title: Full Bayesian analysis of claims reserving uncertainty
zbMATH Open document ID: 1416.91215
author: Gareth W. Peters
author: Rodrigo S. Targino
author: Mario V. Wüthrich
published in: Insurance Mathematics \& Economics
publication date: 2017-11-23T00:00:00Z
full work available at URL: https://discovery.ucl.ac.uk/id/eprint/1552296/
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6811670
zbMATH Keywords: chain-ladder method
zbMATH Keywords: claims reserving uncertainty
zbMATH Keywords: claims development result
zbMATH Keywords: Mack's formula
zbMATH Keywords: Merz-Wüthrich's formula
zbMATH Keywords: conditional mean square error of prediction
zbMATH Keywords: run-off uncertainty
zbMATH Keywords: full Bayesian chain-ladder model
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3124665688
cites work: The Estimation Error in the Chain-Ladder Reserving Method: A Bayesian Approach
cites work: Credibility for the Chain Ladder Reserving Method
DOI: 10.1016/J.INSMATHECO.2016.12.007
Recommended article: Claims Reserving in Non-life Insurance: A Fully Bayesian Model
Recommended article: Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Recommended article: Claims reserving: A correlated Bayesian model
Recommended article: Bayesian Estimation of Outstanding Claim Reserves
Recommended article: Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model
description: scientific article; zbMATH DE number 6811670