Quantification of automobile insurance liability: A Bayesian failure time approach.

DOI10.1016/J.INSMATHECO.2003.09.007zbMath1043.62092OpenAlexW2065877081MaRDI QIDQ1430667

Martin Crowder, Petros Dellaportas, David A. Stephens

Publication date: 27 May 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.007

zbMATH Keywords

predictionMarkov chain Monte CarloBayesian inferenceAutomobile insurance liabilityFailure time modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (1)

Bayesian analysis of quasi-life tables

Cites Work

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• A contribution to modelling of IBNR claims
• Prediction of Outstanding Claims: A Hierarchical Credibility Approach
• IBNR models with random delay distributions
• Bayesian Modelling of Outstanding Liabilities Incorporating Claim Count Uncertainty

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