Full Bayesian analysis of claims reserving uncertainty (Q1681185)
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scientific article; zbMATH DE number 6811670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Full Bayesian analysis of claims reserving uncertainty |
scientific article; zbMATH DE number 6811670 |
Statements
Full Bayesian analysis of claims reserving uncertainty (English)
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23 November 2017
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chain-ladder method
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claims reserving uncertainty
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claims development result
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Mack's formula
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Merz-Wüthrich's formula
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conditional mean square error of prediction
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run-off uncertainty
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full Bayesian chain-ladder model
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