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Claims reserving: A correlated Bayesian model - MaRDI portal

Claims reserving: A correlated Bayesian model (Q2518539)

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Claims reserving: A correlated Bayesian model
scientific article

    Statements

    title
    Claims reserving: A correlated Bayesian model (English)
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    author
    Enrique de Alba
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    Luis E. Nieto-Barajas
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    publication date
    16 January 2009
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    zbMATH Keywords
    Bayesian estimation
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    Bornhuetter-Ferguson method
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    chain-ladder
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    IBNR
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    correlated gamma process
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    describes a project that uses
    BUGS
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    BGPhazard
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    WinBUGS
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    Identifiers

    zbMATH DE Number
    5493028
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    OpenAlex ID
    W2078947634
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