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BAYESIAN CHAIN LADDER MODELS - MaRDI portal

BAYESIAN CHAIN LADDER MODELS (Q4563729)

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scientific article; zbMATH DE number 6880295
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English
BAYESIAN CHAIN LADDER MODELS
scientific article; zbMATH DE number 6880295

    Statements

    title
    BAYESIAN CHAIN LADDER MODELS (English)
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    author
    Greg Taylor
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    publication date
    4 June 2018
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    zbMATH Keywords
    Bayesian chain ladder
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    Bornhuetter-Ferguson
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    chain ladder
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    column effects
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    exponential dispersion family
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    Mack model
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    cross-classified model
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    over-dispersed Poisson
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    row effects
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    Tweedie family
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62F15
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    91B30
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    zbMATH DE Number
    6880295
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    OpenAlex ID
    W2148749463
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    DOI
    10.1017/ASB.2014.25
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