Predictive Distributions for Reserves which Separate True IBNR and IBNER Claims

DOI10.2143/AST.39.1.2038055zbMath1205.91087MaRDI QIDQ3067082

Huijuan Liu, Richard J. Verrall

Publication date: 20 January 2011

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

predictive distributionchain ladderBornhuetter-Fergusonclaims reserving

Mathematics Subject Classification ID

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

Related Items (4)

A marked Cox model for the number of IBNR claims: theory ⋮ Micro-level stochastic loss reserving for general insurance ⋮ A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION ⋮ A Bootstrap Estimate of the Predictive Distribution of Outstanding Claims for the Schnieper Model

Cites Work

• Unnamed Item
• A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving

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