Challenges with non-informative gamma priors in the Bayesian over-dispersed Poisson reserving model

DOI10.1016/J.INSMATHECO.2013.02.002zbMath1284.62645OpenAlexW2036683958MaRDI QIDQ2442535

Mario V. Wüthrich

Publication date: 3 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.02.002

Mathematics Subject Classification ID

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

Related Items (1)

BAYESIAN CHAIN LADDER MODELS

Uses Software

• BayesDA

Cites Work

• A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion)
• Unnamed Item

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